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Year of publication
Subject
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local index 3 Bahadur efficiency 2 Decision under risk 1 Entscheidung unter Risiko 1 Erwartungsbildung 1 Erwartungsnutzen 1 Expectation formation 1 Expected utility 1 Kullback-Leibler information 1 Maesono statistics 1 Nutzen 1 Risiko 1 Risikoaversion 1 Risikopräferenz 1 Risikoprämie 1 Risk 1 Risk attitude 1 Risk aversion 1 Risk premium 1 Theorie 1 Theory 1 U-statistics 1 Utility 1 Wilcoxon test 1 absolute risk aversion 1 arcsine density 1 dual theory 1 exact slope 1 expected utility 1 large deviations 1 local asymptotic optimality 1 rank-dependent utility 1 risk premium 1 skew alternative 1
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Online availability
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Undetermined 2
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 1
Author
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Durio, Alessandra 1 Eeckhoudt, Louis 1 Laeven, Roger J. A. 1 Nikitin, Ya. 1 Nikitin, Yacov Yu. 1 Ponikarov, E. 1
Institution
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International Centre for Economic Research (ICER) 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 ICER Working Papers 1 Operations research 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Dual moments and risk attitudes
Eeckhoudt, Louis; Laeven, Roger J. A. - In: Operations research 70 (2022) 3, pp. 1330-1341
Persistent link: https://www.econbiz.de/10013366078
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Asymptotic Efficiency of Maesono Statistics for Testing of Symmetry
Nikitin, Ya.; Ponikarov, E. - In: Annals of the Institute of Statistical Mathematics 54 (2002) 2, pp. 382-390
Persistent link: https://www.econbiz.de/10005616286
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Local asympotic efficiency of some goodness-of-fit tests under skew alternatives.
Durio, Alessandra; Nikitin, Yacov Yu. - International Centre for Economic Research (ICER) - 2001
The efficiency of most known distribution-free goodness-of-fitt tests such as Kolmogorov - Smirnov, Cramér - von Mises and their numerous variants was studied mainly under the classical alternatives of location and scale. However it is interesting to compare the efficiencies of these tests...
Persistent link: https://www.econbiz.de/10005577376
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