Inference on Consensus Ranking of Distributions

DOI10.1080/07350015.2023.2252040MaRDI QIDQ6626251zbMATH OpenFDO

Authors David Kaplan

Publication date 28 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2023.2252040

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• Comparing distributions by multiple testing across quantiles or CDF values
• Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter
• Consistent Tests for Stochastic Dominance
• Improved Portfolio Choice Using Second-Order Stochastic Dominance*
• Inference for the identified set in partially identified econometric models
• Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings
• New Donsker classes
• Optimum consumption and portfolio rules in a continuous-time model
• Quantile Maximization in Decision Theory*
• SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
• Testing for restricted stochastic dominance
• Testing for the stochastic dominance efficiency of a given portfolio
• Testing Statistical Hypotheses
• Weak convergence and empirical processes. With applications to statistics

Cited in

(1)

• Multiple testing of a function's monotonicity

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