A test for second order stochastic dominance

DOI10.1080/03610929308831123zbMath0791.62049OpenAlexW2072324571MaRDI QIDQ4275723

Edna Schechtman, Randy L. Eubank, Shlomo Yitzhaki

Publication date: 31 January 1994

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929308831123

zbMATH Keywords

Gini's mean differencetest for second order stochastic dominance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10)

Related Items (8)

Testing for stochastic dominance using the weighted McFadden-type statistic ⋮ Inference on inequality from household survey data ⋮ A new perspective on the cramér-von mises test ⋮ Guest editorial. The economics and econometrics of risk: an introduction to the special issue ⋮ Semi-nonparametric test of second degree stochastic dominance with respect to a function ⋮ A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests ⋮ TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE ⋮ Testing against second-order stochastic dominance of multiple distributions

Cites Work

• Unnamed Item
• Economic distance and overlapping of distributions
• Testing for second order stochastic dominance
• Research Bibliography—Stochastic Dominance: A Research Bibliography
• A Measure Of Association Based On Gin's Mean Difference
• The Efficiency Analysis of Choices Involving Risk
• Jackknifing $U$-Statistics
• A Class of Statistics with Asymptotically Normal Distribution

This page was built for publication: A test for second order stochastic dominance