A Note on Application of SD Rules to the Selection of Parameter Estimators

This note corrects an error in Levy (Levy, H. 1992. Stochastic dominance and expected utility: Survey and analysis. Management Sci. 38 555--592.) and Ben Horim and Levy (Ben Horim, M., H. Levy. 1982. Evaluating estimators using stochastic dominance rules: The variance of a normal distribution. Comm. Statist.-Theory, Meth. 11(9) 1071--1076.).

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Year of publication:	1995
Authors:	Zaras, Kazimierz
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 41.1995, 8, p. 1415-1416
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	stochastic dominance application \| statistical decisions \| utility \| preference theory

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.41.8.1415 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009208844