Bootstrapped Insights into Empirical Applications of Stochastic Dominance

Bootstrapping, a very versatile statistical technique, significantly amplifies the understanding and success of empirical applications of stochastic dominance. Its ability to calculate the standard deviations of order statistics reveals the uncertainty of the critical estimates of the tails of cumul...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Management science 1991-09, Vol.37 (9), p.1182-1194
Hauptverfasser:	Nelson, Ray D, Pope, Rulon D
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications Applied sciences Bootstrap resampling bootstrapping Cumulative distribution functions Decision theory Decision theory. Utility theory empirical distribution function Error rates Estimation bias Exact sciences and technology first and second degree stochastic dominance Functions Management science Monte Carlo methods Monte Carlo simulation Operational research and scientific management Operational research. Management science Probabilities Random sampling Sampling distributions Sampling errors Standard deviation Statistical analysis Statistics Stochastic models Stochastic processes Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!