"The sizes and powers of some stochastic dominance tests: A Monte Carlo ..."

Hooi-Hooi Lean, Wing-Keung Wong, Xibin Zhang (2008)

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DOI: 10.1016/J.MATCOM.2007.09.002

access: closed

type: Journal Article

metadata version: 2020-03-04

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Hooi-Hooi Lean, Wing-Keung Wong, Xibin Zhang:
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. Math. Comput. Simul. 79(1): 30-48 (2008)

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