Testing for first order stochastic dominance in either direction

Computational Statistics

Volumn 11, Issue 2, 1996, Pages 165-173

  Schmid, Friedrich ^a   Trede, Mark ^a  

^a UNIVERSITY OF COLOGNE   (Germany)

Author keywords

Asymptotic distribution; Distribution free test; Finite sample distribution; First order stochastic dominance; Power of test

Indexed keywords

EID: 0041195556     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (3)

1. Mosler, K. (1995), Testing Whether Two Distributions are Stochastically Ordered or Not, in: H. Rinne, B. Rüger, H. Strecker (eds.), Grundlagen der Statistik und ihre Anwendungen: Festschrift für Kurt Weichselberger, pp. 149-155, Heidelberg.
2. Randles, R.H. and D.A. Wolfe (1979), Introduction to the Theory of Nonparametric Statistics, New York.
3. Shorack, G.R. and J.A. Wellner (1986), Empirical Processes with Application to Statistics, New York.