A Note on Application of SD Rules to the Selection of Parameter Estimators
Published Online:1 Aug 1995https://doi.org/10.1287/mnsc.41.8.1415
Abstract
This note corrects an error in Levy (Levy, H. 1992. Stochastic dominance and expected utility: Survey and analysis. Management Sci.38 555–592.) and Ben Horim and Levy (Ben Horim, M., H. Levy. 1982. Evaluating estimators using stochastic dominance rules: The variance of a normal distribution. Comm. Statist.-Theory, Meth.11(9) 1071–1076.).
