Semi-nonparametric test of second degree stochastic dominance with respect to a function
相对于给定函数的二阶随机占优半非参数检验
In an expected utility framework, assuming a decision maker operates under utility k([dot operator][theta]), for two risky alternatives X and Y with respective distribution functions F and G, alternative X is said to dominate alternative Y with respect to k([dot operator][theta]) if for all y. Utilizing the empirical distribution functions of F and G, a statistical test is presented to test the null hypothesis of indifference between X and Y given k([dot operator][theta])…