Nonparametric tests of density ratio ordering
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Cites work
- A smooth test for the equality of distributions
- An improved bootstrap test of stochastic dominance
- Asymptotic analysis of stochastic programs
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Consistent Tests for Stochastic Dominance
- Distribution-free tests of stochastic monotonicity
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- Measure preserving derivatives and the pricing kernel puzzle
- Nonparametric and semiparametric estimation of the receiver operating characteristic curve
- Nonparametric risk management and implied risk aversion
- Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- On concepts of directional differentiability
- On the distance between the empirical process and its concave majorant in a monotone regression framework. (Sur la distance entre le processus empirique et son majorant concave dans un modèle de régression monotone)
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Testing for stochastic dominance efficiency
- The least concave majorant of the empirical distribution function
- Three solutions to the pricing kernel puzzle
Cited in
(23)- The pricing kernel puzzle in forward looking data
- Tests of stochastic monotonicity with improved power
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- Directional differentiability for supremum-type functionals: statistical applications
- More powerful goodness-of-fit tests for uniform stochastic ordering
- Distribution-free tests of conditional moment inequalities
- Option augmented density forecasts of market returns with monotone pricing kernel
- Testing for a general class of functional inequalities
- Inference based on many conditional moment inequalities
- scientific article; zbMATH DE number 7626735 (Why is no real title available?)
- Nonparametric tests for and against likelihood ratio ordering in the two-sample problem
- Density estimation in the two-sample problem with likelihood ratio ordering
- Rao's score test with nonparametric density estimators
- Stochastic comparisons of relevation allocation policies in coherent systems
- Nonparametric Maximum Likelihood Estimation Under a Likelihood Ratio Order
- Weighted U-statistics for likelihood-ratio ordering of bivariate data
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance
- Nonparametric goodness-of-fit tests for uniform stochastic ordering
- Almost dominance: inference and application
- Two-sample smooth test for the equality of distributions for dependent data and its bootstrap consistency
- A new class of nonparametric tests for second-order stochastic dominance based on the Lorenz P-P plot
- The functional delta method for deriving asymptotic distributions
- A note on nonparametric trend conformity
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