A Kolmogorov–Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives
نویسندگان
چکیده
منابع مشابه
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives
This paper introduces a Kolmogorov-type test for the shortfall order (also known in the literature as the right-spread or excess-wealth order) against parametric alternatives. In the case of the null hypothesis corresponding to the Negative Exponential distribution, this provides a test for the new better than used in expectation (NBUE) and for the new worse than used in expectation (NWUE) prop...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2007
ISSN: 0040-1706,1537-2723
DOI: 10.1198/004017006000000309