Testing for bivariate stochastic dominance using inequality restrictions

DOI10.1016/J.ECONLET.2011.11.041MaRDI QIDQ433717zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multidimensional welfare

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(4)

• Testing for restricted stochastic dominance
• Poverty comparisons with common relative poverty lines
• Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
• A nonparametric test of \(m\)th-degree inverse stochastic dominance

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