Linton, Oliver, Maasoumi, Esfandiar and Whang, Yoon-Jae (2003) Consistent testing for stochastic dominance under general sampling schemes. Econometrics; EM/2003/466, EM/03/466. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
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| Item Type: | Monograph (Discussion Paper) |
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| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 2003 by the authors |
| Uncontrolled Keywords: | Bootstrap, dominance, Kolmogorov-Smirnov, subsampling. |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C12 - Hypothesis Testing |
| Sets: | Research centres and groups > Financial Markets Group (FMG) Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| Identification Number: | EM/03/466 |
| URL: | http://eprints.lse.ac.uk/2208/ |
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