New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong

DOI10.1142/S0217595920400254MaRDI QIDQ5057288zbMATH OpenOpenAlexFDO

Authors Nikolai Sheung-Chi Chow, Maria Valenzuela, Wing-Keung Wong

Publication date 16 December 2022

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595920400254

zbMATH Keywords

Hong Kongincome distributionsrelative welfarestochastic dominancetests for richness

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Welfare economics (91B15)

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Cites work

• A Monte Carlo investigation of some tests for stochastic dominance
• A note on convex stochastic dominance
• Consistent Testing for Stochastic Dominance under General Sampling Schemes
• Consistent Tests for Stochastic Dominance
• Extension of stochastic dominance theory to random variables
• Multivariate stochastic dominance for risk averters and risk seekers
• Poverty orderings and welfare dominance
• Preferences over location-scale family
• Prospect Theory: An Analysis of Decision under Risk
• Prospect theory: much ado about nothing?
• Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
• Stochastic Dominance
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment
• Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
• Stochastic dominance theory for location-scale family
• Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
• The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
• Toward an empirical analysis of polarization

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