Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "subsampling."

Econometrics Paper
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary Oliver Linton, Kyungchul Song and Yoon-Jae Whang February 2008
Paper No' EM/2008/527:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C14; C52


Tags: set estimation; size of test; unbiasedness; similarity; bootstrap; subsampling.

Econometrics Paper
Consistent Testing for Stochastic Dominance under General Sampling Schemes Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang December 2003
Paper No' EM/2003/466:
Read Abstract | Full Paper (pdf)

Tags: bootstrap; dominance; kolmogorov-smirnov; subsampling.

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.