Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - Suntory and Toyota International Centres for Economics … - 2008
We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes that are exactly equal to the nominal level uniformly over...