Tse, Y.K.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2003
This paper compares the performance of several tests for stochastic dominance up to order three using Monte Carlo methods. The tests considered are the Davidson and Duclos (2000) test, the Anderson test (1996) and the Kaur, Rao and Singh (1994) test. Only unpaired samples of independent...
