We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap … or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that … the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have …

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 … show thatour tests are indeed more powerful than the existing subsampling and recenteredbootstrap. …

conditional ranking. We also propose a test of Prospect Stochastic Dominance. Our method is based on subsampling and we show that …

and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap. We …

We investigate the use of subsampling for conducting inference about the quadratic variation of a discretely observed … diffusion process under an infill asymptotic scheme. We show that the usual subsampling method of Politis and Romano (1994) is … inconsistent when applied to our inference question. Recently, a type of subsampling has been used to do an additive bias …

We investigate the use of subsampling for conducting inference about the quadratic variation of a discretely observed … diffusion process under an infill asymptotic scheme. We show that the usual subsampling method of Politis and Romano (1994) is … inconsistent when applied to our inference question. Recently, a type of subsampling has been used to do an additive bias …

data is unbalanced or incomplete. In this case, one can work only with the common sample, to which a standard HAC/Bootstrap …

data is unbalanced or incomplete. In this case, one can work only with the common sample, to which a standard HAC/Bootstrap …