An improved bootstrap test of stochastic dominance
Year of publication: |
2009
|
---|---|
Authors: | Linton, Oliver ; Song, Kyungchul ; Whang, Yoon-jae |
Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Theorie | Theory |
-
A reality check for data snooping
White, Halbert, (2000)
-
Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando, (2000)
-
The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi, (2000)
- More ...
-
Bootstrap tests of stochastic dominance with asymptotic similarity in the boundary
Linton, Oliver, (2008)
-
Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Linton, Oliver, (2008)
-
An improved bootstrap test of stochastic dominance
Linton, Oliver, (2009)
- More ...