Inference for Lorenz curve orderings
From MaRDI portal
Publication:4705828
DOI10.1111/1368-423X.00020zbMath0935.91033MaRDI QIDQ4705828
Valentino Dardanoni, Antonio Forcina
Publication date: 14 May 2000
Published in: The Econometrics Journal (Search for Journal in Brave)
91B82: Statistical methods; economic indices and measures
Related Items
Statistical inference for the difference of two Lorenz curves, A Monte Carlo investigation of some tests for stochastic dominance, Stochastic Dominance with Ordinal Variables: Conditions and a Test, A kolmogorov-smirnov type test for positive quadrant dependence, Statistical inference for testing inequality indices with dependent samples, Consistent tests for poverty dominance relations, Testing order restrictions in contingency tables, Inference on inequality from household survey data, Testing for bivariate stochastic dominance using inequality restrictions, Testing joint hypotheses when one of the alternatives is one-sided, Inference based on many conditional moment inequalities, The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions, Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency, Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices, Jackknife empirical likelihood for inequality constraints on regular functionals, On the dual test for SSD efficiency With an application to momentum investment strategies, Two Bayesian/frequentist challenges for categorical data analyses, Test statistics for prospect and Markowitz stochastic dominances with applications, Two Criteria for Evaluating Risk Prediction Models, Myopic loss aversion and margin of safety: the risk of value investing