Testing for stochastic dominance efficiency
Olivier Scaillet; Nikolas Topaloglou
| Year of publication: |
2010
|
|---|---|
| Authors: | Scaillet, Olivier ; Topaloglou, Nikolas |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 1, p. 169-180
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Simulation | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003992828