The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions

• 作者Hooi-Hooi Lean; Wing-Keung Wong; Xibin Zhang
• 卷第79卷
• 期第1期
• 印刷ISSN0378-4754
• 文件大小583.57KB
• 发表时间2008
• DOI10.1016/j.matcom.2007.09.002
• 页码30-48