A Python Package for Stochastic Dominance Tests
Project description
PySDTest
A Python Package for Stochastic Dominance Tests
PySDTest is a Python 3 implementation of routines for Stochastic Dominance tests. This package was created by Kyungho Lee in collaboration with Yoon-Jae Whang.
This package implements stochastic dominance tests proposed by Barrett and Donald (2003), Linton, Maasoumi and Whang (2005), Linton, Song and Whang (2010), Donald and Hsu (2014). PySDTest also contains stochastic dominance tests by applying the numerical delta method (Hong and Li (2018)). For details of each model, refer to the corresponding paper.
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