Testing for stochastic dominance using the weighted McFadden-type statistic

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A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts (2015, background): “Whilst the consideration of stochastic dominance in forecasting literature is novel, as noted in [23] stochastic dominance is widely used in econometric and actuarial literature and is therefore a well established and recognized concept.”
Testing for Stochastic Dominance Efficiency (2010, methodology): “They are inspired by the consistent procedures developed by Barrett and Donald (2003) and extended by Horvath, Kokoszka, and Zitikis (2006) to accommodate noncompact support.”
An Improved Bootstrap Test of Stochastic Dominance (2010, unknown): “In this case, we can take d = dT /α. Condition (iii) is a moment condition with local uniform boundedness.”
Estimating conditional tail expectation with actuarial applications in view (2008, methodology): “We omit the details and refer to the already noted papers by Horváth et al. (2006) and Schechtman et al. (2008) for further hints and references.”
$L$-functions, processes, and statistics in measuring economic inequality and actuarial risks (2009, background): “, Davidson and Duclos [19], Barrett and Donald [5], Hall and Yatchew [43], Linton, Maasoumi and Whang [56], Horváth, Kokoszka and Zitikis [48], Schechtman, Shelef, Yitzhaki and Zitikis [80], and Brazauskas, Jones, Puri and Zitikis [11].”