Stochastic Dominance Testing

[agussaur]

Hi,

I want to run stochastic dominance testing via quantile regression in SAS 9.2. There are 2 distribution of portfolio return, I want to know which portfolio dominance to another. Can you help me how to test it  in SAS?

[PeterClemmensen]

You should probably take a look at PROC QUANTREG.

Documentation:

https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_qreg_sect00...