Testing for bivariate stochastic dominance using inequality restrictions

DOI10.1016/J.ECONLET.2011.11.041zbMath1242.62046OpenAlexW1993549066MaRDI QIDQ433717

Thanasis Stengos, Brennan Scott Thompson

Publication date: 6 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://www.rcea.org/RePEc/pdf/wp32_11.pdf

zbMATH Keywords

multidimensional welfare

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

Related Items (1)

Poverty comparisons with common relative poverty lines

Cites Work

• Testing inequality constraints in linear econometric models
• An empirical analysis of term premiums using significance tests for stochastic dominance
• Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
• Wald Criteria for Jointly Testing Equality and Inequality Restrictions
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Inference for Lorenz curve orderings
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Consistent Tests for Stochastic Dominance

This page was built for publication: Testing for bivariate stochastic dominance using inequality restrictions