Statistical inference for a relaxation index of stochastic dominance under density ratio model
From MaRDI portal
Publication:5044693
Recommendations
- Semiparametric inference for the dominance index under the density ratio model
- Stochastic dominance relations for generalised parametric distributions obtained through composition
- Stochastic dominance and parameter estimation: The case of symmetric stable distributions
- A Parametric Approach to Stochastic Dominance: The Lognormal Case
- Extension of stochastic dominance theory to random variables
- Inverse stochastic dominance, majorization, and mean order statistics
- Stochastic dominance relations for integer variables
- Stochastic Dominance Relations for Integer Variables
- Stochastic dominance in multi sampling environments
- Improvements in the power of empirical stochastic dominance comparisons through kernel density estimation: a monte carlo study
Cites work
- A contamination model for the stochastic order
- A goodness-of-fit test for logistic regression models based on case-control data
- Biased sampling, over-identified parameter problems and beyond
- Comparison of empirical likelihood and its dual likelihood under density ratio model
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Empirical likelihood
- Hypothesis testing in the presence of multiple samples under density ratio models
- Improving the power of tests of stochastic dominance
- Invariant directional orderings
- Models for the assessment of treatment improvement: the ideal and the feasible
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- On empirical likelihood for semiparametric two-sample density ratio models
- Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
- Quantile and quantile-function estimations under density ratio model
- Semiparametric inference for the dominance index under the density ratio model
- Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Testing for restricted stochastic dominance
- Testing homogeneity for multiple nonnegative distributions with excess zero observations
This page was built for publication: Statistical inference for a relaxation index of stochastic dominance under density ratio model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5044693)
