Testing for first-order stochastic dominance: A new distribution-free test

Journal of the Royal Statistical Society Series D: The Statistician

Volumn 45, Issue 3, 1996, Pages 371-380

  Schmid, Friedrich ^a   Trede, Mark ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

First order stochastic dominance; Functional of Brownian bridge; One sided distribution free tests; p p plot; Wilcoxon Mann Whitney test

Indexed keywords

EID: 0008580322     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.2307/2988473     Document Type: Article

References (4)

1. McFadden, D. (1989) Testing for stochastic dominance. In Studies in the Economics of Uncertainty: In Honor of Josef Hadar (eds T. B. Fomby and T. K. Seo). New York.
2. Mosler, K. (1995) Testing whether two distributions are stochastically ordered or not. In Grundlagen der Statistik und Ihre Anwendungen: Festschrift für Kurt Weichselherger (eds H. Rinne, B. Rüger and H. Strecker). Heidelberg: Springer.
3. Randles, R. H. and Wolfe, D. A. (1979) Introduction to the Theory of Nonparametric Statistics. New York: Wiley.
4. Shorack, G. R. and Wellner, J. A. (1986) Empirical Processes with Application to Statistics. New York: Wiley.