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Econometrics Paper
Inference on distribution functions under measurement error Karun Adusumilli, Taisuke Otsu and Yoon-Jae Whang
November 2017
Paper No' EM 594:
Full Paper (pdf)

JEL Classification: C12; C14

Tags: measurement error; confidence band; stochastic dominance

Econometrics Paper
Consistent Testing for Stochastic Dominance: A Subsampling Approach Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang
March 2002
Paper No' EM/2002/433:
Read Abstract | Full Paper (pdf)

Tags: prospect theory; stochastic dominance; stochastic equicontinuity; subsampling.