Testing for Restricted Stochastic Dominance
From MaRDI portal
Publication:5080541
DOI10.1080/07474938.2012.690332zbMath1491.62199OpenAlexW3123490868MaRDI QIDQ5080541
Russell Davidson, Jean-Yves Duclos
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.ecineq.org/milano/WP/ECINEQ2006-36.pdf
Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15) Statistical methods; economic indices and measures (91B82)
Related Items (18)
Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach ⋮ Statistical inference for a relaxation index of stochastic dominance under density ratio model ⋮ A nonparametric test of a strong leverage hypothesis ⋮ A contamination model for the stochastic order ⋮ Introduction to Robustness in Multidimensional Wellbeing Analysis ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Partial stochastic dominance via optimal transport ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions ⋮ The relative efficiency of option hedging strategies using the third-order stochastic dominance ⋮ Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach ⋮ Frequentist properties of Bayesian inequality tests ⋮ An improved bootstrap test for restricted stochastic dominance ⋮ Diversification benefits in the cryptocurrency market under mild explosivity ⋮ Models for the assessment of treatment improvement: the ideal and the feasible ⋮ Commentary on ``From unidimensional to multidimensional inequality: a review ⋮ Intertemporal poverty comparisons ⋮ Improved inference for vaccine-induced immune responses via shape-constrained methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Poverty orderings and welfare dominance
- Testing inequality constraints in linear econometric models
- A Class of Decomposable Poverty Measures
- Joint Confidence Intervals for Income Shares and Lorenz Curves
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- Consistent Tests for Stochastic Dominance
- The Efficiency Analysis of Choices Involving Risk
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
This page was built for publication: Testing for Restricted Stochastic Dominance