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

Hooi Hooi Lean, Wing-Keung Wong, Xibin Zhang

Research output: Contribution to journalArticleResearchpeer-review

34 Citations (Scopus)
Original languageEnglish
Pages (from-to)30 - 48
Number of pages19
JournalMathematics and Computers in Simulation
Issue number1
Publication statusPublished - 2008

Cite this