An improved bootstrap test for restricted stochastic dominance

DOI10.1016/J.JECONOM.2019.08.016OpenAlexW2216725659MaRDI QIDQ2236873FDOQ2236873

Authors: Thomas M. Lok, Rami V. Tabri 

Publication date: 26 October 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://econ-wpseries.com/2015/201515-13.pdf

zbMATH Keywords

empirical likelihoodbootstrap testsemi-infinite programcontact setrestricted stochastic dominance

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Empirical likelihood
• A Class of Decomposable Poverty Measures
• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
• Title not available (Why is that?)
• Some asymptotic theory for the bootstrap
• Nonparametric kernel regression subject to monotonicity constraints
• Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
• Consistent Tests for Stochastic Dominance
• Testing for stochastic dominance using the weighted McFadden-type statistic
• Inference for parameters defined by moment inequalities using generalized moment selection
• Poverty orderings and welfare dominance
• Discretization in semi-infinite programming: the rate of convergence
• Nonparametic kernel regression with multiple predictors and multiple shape constraints
• An improved bootstrap test of stochastic dominance
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Testing and estimating shape-constrained nonparametric density and regression in the presence of measurement error
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Inferences Under a Stochastic Ordering Constraint
• Constraint qualifications and optimality conditions for nonconvex semi-infinite and infinite programs
• Semi-infinite programming, duality, discretization and optimality conditions†
• On the Berry-Esseen theorem
• Improving the power of tests of stochastic dominance
• Intentionally Biased Bootstrap Methods
• Maximum Likelihood Estimation of the Distributions of Two Stochastically Ordered Random Variables
• Inference based on many conditional moment inequalities
• Testing for restricted stochastic dominance
• A log log law for maximal uniform spacings
• Models for the assessment of treatment improvement: the ideal and the feasible
• Title not available (Why is that?)
• Econometric analysis of stochastic dominance: concepts, methods, tools, and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ordinal Dominance Curve Based Inference for Stochastically Ordered Distributions

Cited In (3)

• Shape Constrained Kernel PDF and PMF Estimation
• Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
• Title not available (Why is that?)

This page was built for publication: An improved bootstrap test for restricted stochastic dominance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2236873)