Empirical likelihood ratio test for the second order stochastic dominance

	Empirical likelihood ratio test for the second order stochastic dominance
	Xia Yafeng ; Zhang Liyuan; Xia YF(夏亚峰); Zhang LY(张力远)
	2004
发表期刊	兰州大学学报. 自然科学版
卷号	40 期号:1 页码:18-20
摘要	Non-parametric testing procedures based upon the two-sample empirical likelihood method have been developed for testing two kinds of second order stochastic dominance between nonnegative random variables. The two tests presented are of interests both for the economist to compare random economic prospects for risk averting and for reliability analyst to make a difference between a new element and a used one.
关键词	second order stochastic dominance 经验似然法 empirical likelihood 非参数试验 non-parametric test 二阶随机占优经验似然法非参数试验二阶随机占优
收录类别	CSCD ; 北大核心
ISSN	0455-2059
语种	中文
WOS研究方向	Mathematics
WOS类目	MATHEMATICS APPLIED
CSCD记录号	CSCD:1497956
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/7907
专题	信息工程与人工智能学院
作者单位	1.School of Sciences, Gansu University of Technology, Lanzhou, Gansu 730050, China; 2.Department of Basic Sciences, Lanzhou College of Business, Lanzhou, Gansu 730020, China; 3.兰州理工大学,理学院, 兰州, 甘肃 730050, 中国; 4.兰州商学院,基础科学系, 兰州, 甘肃 730020, 中国
推荐引用方式 GB/T 7714	Xia Yafeng,Zhang Liyuan,Xia YF,et al. Empirical likelihood ratio test for the second order stochastic dominance[J]. 兰州大学学报. 自然科学版,2004,40(1):18-20.
APA	Xia Yafeng,Zhang Liyuan,夏亚峰,&张力远.(2004).Empirical likelihood ratio test for the second order stochastic dominance.兰州大学学报. 自然科学版,40(1),18-20.
MLA	Xia Yafeng,et al."Empirical likelihood ratio test for the second order stochastic dominance".兰州大学学报. 自然科学版 40.1(2004):18-20.