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

10.1016/j.matcom.2007.09.002

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Bibliographic Details
Main Authors:	Lean, H.-H., Wong, W.-K., Zhang, X.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Correlated distributions Grid points Heteroskedasticity Stochastic dominance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/22358
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-22358
record_format	dspace
spelling	sg-nus-scholar.10635-223582023-10-25T21:55:16Z The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions Lean, H.-H. Wong, W.-K. Zhang, X. ECONOMICS Correlated distributions Grid points Heteroskedasticity Stochastic dominance 10.1016/j.matcom.2007.09.002 Mathematics and Computers in Simulation 79 1 30-48 MCSID 2011-05-03T08:09:01Z 2011-05-03T08:09:01Z 2008 Article Lean, H.-H., Wong, W.-K., Zhang, X. (2008). The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. Mathematics and Computers in Simulation 79 (1) : 30-48. ScholarBank@NUS Repository. https://doi.org/10.1016/j.matcom.2007.09.002 03784754 http://scholarbank.nus.edu.sg/handle/10635/22358 000259723800003 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Correlated distributions Grid points Heteroskedasticity Stochastic dominance
spellingShingle	Correlated distributions Grid points Heteroskedasticity Stochastic dominance Lean, H.-H. Wong, W.-K. Zhang, X. The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
description	10.1016/j.matcom.2007.09.002
author2	ECONOMICS
author_facet	ECONOMICS Lean, H.-H. Wong, W.-K. Zhang, X.
format	Article
author	Lean, H.-H. Wong, W.-K. Zhang, X.
author_sort	Lean, H.-H.
title	The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
title_short	The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
title_full	The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
title_fullStr	The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
title_full_unstemmed	The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
title_sort	sizes and powers of some stochastic dominance tests: a monte carlo study for correlated and heteroskedastic distributions
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/22358
_version_	1781410209791475712

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

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