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Abstract:
Second-order stochastic dominance plays an important role in reliability and various branches of economics such as finance and decision-making under risk, and statistical testing for the stochastic dominance is often useful in practice. In this paper, we present a test of stochastic equality under the constraint of second-order stochastic dominance based on the theory of empirical processes. The asymptotic distribution of the test statistic is obtained, and a simple method to compute the critical value is derived. Simulation results and real data examples are presented to illustrate the proposed test method.
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INTERNATIONAL JOURNAL OF BIOMATHEMATICS
ISSN: 1793-5245
Year: 2015
Issue: 3
Volume: 8
2 . 2 0 0
JCR@2022
ESI Discipline: BIOLOGY & BIOCHEMISTRY;
ESI HC Threshold:254
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
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