Lean, Hooi-Hooi; Wong, Wing-Keung; Zhang, Xibin - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 1, pp. 30-48
Testing for stochastic dominance among distributions is an important issue in the study of asset management, income … commonly used stochastic dominance tests when the underlying distributions are correlated or heteroskedastic. Our Monte Carlo … stochastic dominance of two distributions, Econ. Theory 10 (1994) 849–866] and Anderson [G. Anderson, Nonparametric tests of …