stodom

Estimating Consistent Tests for Stochastic Dominance

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Stochastic dominance tests help ranking different distributions. The package implements the consistent test for stochastic dominance by Barrett and Donald (2003) . Specifically, it implements Barrett and Donald's Kolmogorov-Smirnov type tests for first- and second-order stochastic dominance based on bootstrapping 2 and 1.


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  • Imports5 packages
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