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

DOI10.1111/1468-0262.00167zbMATH Open1055.91543OpenAlexW3121641555MaRDI QIDQ4530991FDOQ4530991

Authors: Russell Davidson, Jean-Yves Duclos 

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.lisdatacenter.org/wps/liswps/181.pdf

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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
• Multivariate stochastic dominance for risk averters and risk seekers
• On the use of conditional expectation in portfolio selection problems
• Testing for restricted stochastic dominance
• 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
• Inference for dominance relations
• 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
• Statistical inference for poverty measures with relative poverty lines
• 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
• Robust Methods for the Analysis of Income Distribution, Inequality and Poverty
• 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
• U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures
• Incorporating covariates in the measurement of welfare and inequality: methods and applications
• On Some Estimates of Poverty Measures
• Nonparametric tests of density ratio ordering
• Estimation and inference for distribution functions and quantile functions in treatment effect models
• A contamination model for the stochastic order
• 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
• Improving the power of tests of stochastic dominance
• On stochastic ordering and a general class of Poverty indexes
• 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
• 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
• Micro-Level Estimation of Poverty and Inequality
• 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
• Empirical likelihood-based inference for poverty measures with relative poverty lines
• 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
• 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
• 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
• Multidimensional poverty: measurement, estimation, and inference
• Stochastic dominance with ordinal variables: conditions and a test
• Sampling Distributions of Relative Poverty Statistics
• Universal domination and stochastic domination -- an improved lower bound for the dimensionality
• 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
• Statistical inference for the difference of two Lorenz curves
• 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
• Bounded integrated processes and unit root tests
• Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
• Improved Nonparametric Bootstrap Tests of Lorenz Dominance
• Semiparametric inference for the dominance index under the density ratio model
• 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

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