Consistent Testing for Stochastic Dominance: A Subsampling Approach

By Oliver B. Linton, Esfandiar Maasoumi, Yoon-Jae Whang. 2002

51 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2cdd84e8d3e61b14d10234987f7542a0eb1ff0f0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Stephen G. Donald
2. G. Barrett
3. Debopam Bhattacharya
4. Le Wang
5. Oliver B. Linton
6. Christoph Rothe
7. Victor Chernozhukov
8. Matti Langel

Citations in the corpus

• Consistent Nonparametric Tests for Lorenz Dominance (2014, methodology): “The application of the bootstrap in approximating the asymptotic distribution of a test statistic has been used for similar problems by Andrews (1997), Barrett and Donald (2003), and Linton, Maasoumi, and Whang (2005).”
• The Gender Gap between Earnings Distributions (2019, methodology): “We emphasize the need to be transparent about the otherwise informal subjectivity and arbitrariness of the picture that may 9 We employ SD tests based on a generalized Kolmogorov-Smirnov test discussed in Linton, Maasoumi, and Whang (2005).”
• Nonparametric Tests for Common Values at First-Price Sealed-Bid Auctions (2004, unknown): “g, McFadden (1989), Barrett and Donald (2003), Davidson and Duclos (2000) or Anderson (1996)).”