Testing for bivariate stochastic dominance using inequality restrictions

DOI10.1016/J.ECONLET.2011.11.041zbMATH Open1242.62046OpenAlexW1993549066MaRDI QIDQ433717FDOQ433717

Authors: Thanasis Stengos, Brennan S. 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

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zbMATH Keywords

multidimensional welfare

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (1)

• Poverty comparisons with common relative poverty lines

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