Improving the Power of Tests of Stochastic Dominance

DOI10.1080/07474938.2013.833813zbMath1491.62202OpenAlexW2033770523MaRDI QIDQ5864367

Stephen G. Donald, Yu-Chin Hsu

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.833813

zbMATH Keywords

bootstrapsimulationstochastic dominanceuniform inferencetest consistency

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (16)

Statistical inference for a relaxation index of stochastic dominance under density ratio model ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Four-decision tests for stochastic dominance, with an application to environmental psychophysics ⋮ Tests of stochastic dominance with repeated measurements data ⋮ Instrument validity for heterogeneous causal effects ⋮ Testing for the presence of treatment effect under selection on observables ⋮ Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering ⋮ Likelihood Ratio Tests for Lorenz Dominance ⋮ Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach ⋮ Testing treatment effect heterogeneity in regression discontinuity designs ⋮ An improved bootstrap test for restricted stochastic dominance ⋮ Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse ⋮ Testing for central dominance: method and application ⋮ Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency ⋮ Testing for prospect and Markowitz stochastic dominance efficiency ⋮ TESTING GENERALIZED REGRESSION MONOTONICITY

Cites Work

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• A Monte Carlo investigation of some tests for stochastic dominance
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Consistent Tests for Stochastic Dominance
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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