Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

Cited In (only showing first 100 items - show all)

Sufficient conditions for \(j\)th order stochastic dominance for discrete cardinal variables, and their formulae
Consistent tests for poverty dominance relations
Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
Multivariate stochastic dominance for risk averters and risk seekers
On the use of conditional expectation in portfolio selection problems
Statistical inference for the difference of two Lorenz curves
Testing for stochastic dominance using the weighted McFadden-type statistic
Inference on inequality from household survey data
A test for the bidirectional stochastic order with an application to quality control theory
Comparing risks with reference points: a stochastic dominance approach
Nonparametric tests for stochastic ordering
Distribution-free tests of stochastic dominance for small samples
A note on a family of criteria for evaluating test statistics
Making classifier performance comparisons when ROC curves intersect
A new fluctuation test for constant variances with applications to finance
Models for the assessment of treatment improvement: the ideal and the feasible
Asymptotic and bootstrap inference for inequality and poverty measures
Stochastic dominance and thick-tailed wealth distributions
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Testing for bivariate stochastic dominance using inequality restrictions
Crossing points of distributions and a theorem that relates them to second order stochastic dominance
Incorporating covariates in the measurement of welfare and inequality: methods and applications
Improving the Power of Tests of Stochastic Dominance
Estimation and inference for distribution functions and quantile functions in treatment effect models
Bounded integrated processes and unit root tests
A contamination model for the stochastic order
Empirical Likelihood-Based Inference for Poverty Measures with Relative Poverty Lines
TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
Bootstrap inference for inequality, mobility and poverty measurement
Unobserved heterogeneity in auctions under restricted stochastic dominance
Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
Analyzing the impact of indirect tax reforms on rank-dependent social welfare functions: a positional dominance approach
Conditional stochastic dominance tests in dynamic settings
Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
Test statistics for prospect and Markowitz stochastic dominances with applications
Multidimensional Poverty: Measurement, Estimation, and Inference
Stochastic Dominance with Ordinal Variables: Conditions and a Test
Portfolio optimization based on stochastic dominance and empirical likelihood
Stochastic dominance tests
Optimal privatization portfolios in the presence of arbitrary risk aversion
Toward an empirical analysis of polarization
On the dual test for SSD efficiency With an application to momentum investment strategies
Testing for Restricted Stochastic Dominance
Comparative Statics, Informativeness, and the Interval Dominance Order
Measuring human development: a stochastic dominance approach
Density inference for ranking European research systems in the field of economics
The term structure of implied dividend yields and expected returns
Inference based on many conditional moment inequalities
Testing for central dominance: method and application
Minimum risk point estimation of Gini index
A kolmogorov-smirnov type test for positive quadrant dependence
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
Portfolio selection strategy for fixed income markets with immunization on average
Tests of stochastic dominance with repeated measurements data
Survey weighted estimating equation inference with nuisance functionals
Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality
Bank characteristics and the interbank money market: a distributional approach
Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
Value versus growth: stochastic dominance criteria
Bubble detection and sector trading in real time
Nonparametric estimation of distributional policy effects
An improved bootstrap test of stochastic dominance
Ethically robust comparisons of bidimensional distributions with an ordinal attribute
A Monte Carlo investigation of some tests for stochastic dominance
Timing portfolio strategies with exponential Lévy processes
Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative
Testing for Concordance Ordering
Myopic loss aversion and margin of safety: the risk of value investing
Central moments, stochastic dominance, moment rule, and diversification with an application
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Partial stochastic dominance via optimal transport
Sequential procedures for poverty gap dominance
On the role of commodity futures in portfolio diversification
Commentary on ``From unidimensional to multidimensional inequality: a review
On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
Poverty comparisons with common relative poverty lines
The momentum effect: omitted risk factors or investor behaviour? Evidence from the Spanish stock market
Functional Sequential Treatment Allocation
Second order of stochastic dominance efficiency vs mean variance efficiency
Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
Improved Nonparametric Bootstrap Tests of Lorenz Dominance
Likelihood Ratio Tests for Lorenz Dominance
Robust Inference for Inverse Stochastic Dominance
Stochastic Spanning
A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
Estimation and Inference of Distributional Partial Effects: Theory and Application
Tests for the first-order stochastic dominance
Statistical inference for a relaxation index of stochastic dominance under density ratio model
Reducing transaction costs for interest rate risk hedging with stochastic programming
Test of dominance relations based on kernel smoothing method
Four-decision tests for stochastic dominance, with an application to environmental psychophysics
A new stochastic dominance criterion for dependent random variables with applications
New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong
Testing for time stochastic dominance
ODC and ROC curves, comparison curves and stochastic dominance
Distortion sensitivity of estimators of location
A statistical model for measuring social inequality in three southernmost provinces of Thailand

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