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Bootstrap tests of stochastic dominance with asymptotic similarity in the boundary
Linton, Oliver (contributor); Song, Kyungchul (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671544
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012
Persistent link: https://www.econbiz.de/10009554396
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Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001748245
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Estimation of semiparametric models when the criterion function is not smooth
Chen, Xiaonhong (contributor); Linton, Oliver (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748776
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Forecast evaluation with shared data sets
Sullivan, Ryan - 2001
Persistent link: https://www.econbiz.de/10013423660