Yoon-Jae Wang

Selected Publications

An improved bootstrap test of stochastic dominance

We propose a new method of testing stochastic dominance which improves on existing tests based on […]

Oliver Linton, Song, Kyungchul, Yoon-Jae Wang
28 February 2010 | Journal Article

Previous version

Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Oliver Linton, Kyungchui (Kevin) Song, Yoon-Jae Whang
10 March 2008 | CWP08/08
Consistent testing for stochastic dominance: a subsampling approach

We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of […]

Oliver Linton, Esfandiar Maasoumi, Yoon-Jae Wang
1 July 2005 | Journal Article

Previous version

Consistent testing for stochastic dominance: a subsampling approach
Oliver Linton, Esfandiar Maasoumi, Yoon-Jae Wang
31 December 2002 | CWP03/02