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The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions.
Hooi-Hooi Lean
Wing-Keung Wong
Xibin Zhang
Published in:
Math. Comput. Simul. (2008)
Keyphrases
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monte carlo
simulation study
stochastic dominance
importance sampling
monte carlo simulation
confidence intervals
particle filter
markov chain
game tree search
stochastic approximation
monte carlo tree search
point processes
decision problems
search algorithm
matrix inversion
monte carlo methods
adaptive sampling