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Testing for stochastic dominance between distributions is an important issue in the study of asset distribution, income distribution and market efficiency. This paper applies Monte Carlo simulations to examine the size and power of some commonly used stochastic dominance tests when the...
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NOTE: This is a description of the abstract and is not the actual abstract. In-depth modeling of three quite different multivariate nonlinear multiplicative Gaussian-Markovian systems have yielded some insights into the generic benefits to be obtained by application of adaptive simulated...
Persistent link: https://www.econbiz.de/10014066762
A subthreshold signal is transmitted through a channel and may be detected when some noise - with known structure and proportional to some level - is added to the data. There is an optimal noise level, called stochastic resonance, that corresponds to the highest Fisher information in the problem...
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simulations. The theoretical proposal is complemented with a simulation study which allows us to check the performance of the test …
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