Testing for Stochastic Dominance Efficiency
Contributeurs/tricesScaillet, Olivier ; Topaloglou, Nikolas
Publié dansJournal of business & economic statistics, vol. 28, no. 1, p. 169-180
Date de publication2010
Résumé
Mots-clés
- Nonparametric
- Stochastic Ordering
- Dominance Effi- ciency
- Linear Programming
- Mixed Integer Programming
- Block Bootstrap
Structure d'affiliation
Groupe de recherche
Citation (format ISO)
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
Fichiers principaux (1)
Article (Accepted version)
Identifiants
- PID : unige:79877
- DOI : 10.1198/jbes.2009.06167
ISSN du journal0735-0015