The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
Authors:
- Hooi-Hooi LeanHooi-Hooi Lean
- Wing-Keung WongWWWing-Keung Wong
- Xibin ZhangXibin Zhang
- 1 October 2008
- journal article
- research article
- Published by Elsevier in Mathematics and Computers in Simulation
- Vol. 79 (1) , 30-48
Abstract
No abstract availableKeywords
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