Consistent testing for stochastic dominance under general sampling schemes

Linton, Oliver; Maasoumi, Esfandiar; and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance under general sampling schemes. [Working paper]
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Item Type Working paper
Keywords Bootstrap,dominance,Kolmogorov-Smirnov,subsampling.
Departments Financial Markets Group
Economics
STICERD
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/2208

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