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Consistent testing for stochastic dominance : a subsampling approach

Oliver B. Linton

Publication Data

Title Consistent testing for stochastic dominance : a subsampling approach
Author Oliver B. Linton
Contributors Esfandiar Maasoumi, Yoon-Jae Whang
Publisher Suntory & Toyota International Centre for Economics & Related Disciplines
Publication date 2002
Publication location London
Language English

Topics

Stochastic processes
Statistical decision
Bootstrap (Statistics)

Catalogue Data

OBNB ID GBA304617
ISBN 10 0969436661
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 46 p.
P1042 Includes bibliographical references.

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Consistent testing for stochastic dominance : a subsampling approach by Oliver B. Linton. ISBN 0969436661. Published by Suntory & Toyota International Centre for Economics & Related Disciplines in 2002. Publication and catalogue information, links to buy online and reader comments.