Testing for Stochastic Dominance Efficiency
ContributorsScaillet, Olivier
; Topaloglou, Nikolas
Published inJournal of business & economic statistics, vol. 28, no. 1, p. 169-180
Publication date2010
Abstract
Keywords
- Nonparametric
- Stochastic Ordering
- Dominance Effi- ciency
- Linear Programming
- Mixed Integer Programming
- Block Bootstrap
Affiliation entities
Research groups
Citation (ISO format)
SCAILLET, Olivier, TOPALOGLOU, Nikolas. Testing for Stochastic Dominance Efficiency. In: Journal of business & economic statistics, 2010, vol. 28, n° 1, p. 169–180. doi: 10.1198/jbes.2009.06167
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:79877
- DOI : 10.1198/jbes.2009.06167
Journal ISSN0735-0015