Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae - 2003
We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case. We allow for the observations to be serially dependent and, for the first time, we can accommodate general dependence...