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Keyword: kolmogorov-smirnov;
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Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang
We propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of Stochastic Dominance of arbitrary order in the general K-prospect case. We allow for the observations to be serially d...Read more...
December 2003