𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Kolmogorov-type test for second-order stochastic dominance

✍ Scribed by Friedrich Schmid; Mark Trede


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
484 KB
Volume
37
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A Kolmogorov-type test for monotonicity
✍ CΓ©cile Durot πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 216 KB

A new nonparametric procedure for testing monotonicity of a regression mean is proposed. The test is shown to have prescribed asymptotic level and good asymptotic power. It is based on the supremum distance from an empirical process to its least concave majorant and is very easily implementable. A s

A Kolmogorov-Smirnov type test for condi
✍ Min Chen; Hong Zhi An πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 392 KB

In this paper we propose a new test of conditional heteroskedasticity for time series by introducing a Kolmogorov-Smirnov-type test statistic. The asymptotic properties of the new test statistic are established. The results demonstrate that such a test is consistent.