Statistical inference for a relaxation index of stochastic dominance under density ratio model

DOI10.1080/02664763.2021.1965966OpenAlexW3195501993MaRDI QIDQ5044693FDOQ5044693

Authors: Weiwei Zhuang, Ya-Dong Li, Guoxin Qiu 

Publication date: 2 November 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1965966

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zbMATH Keywords

density ratio modelempirical likelihoodstochastic dominancebootstrap test

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Stochastic programming (90C15)

Cites Work

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• Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
• Semiparametric inference for the dominance index under the density ratio model
• Comparison of empirical likelihood and its dual likelihood under density ratio model

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