Improving the power of tests of stochastic dominance
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Publication:5864367
DOI10.1080/07474938.2013.833813zbMATH Open1491.62202OpenAlexW2033770523MaRDI QIDQ5864367FDOQ5864367
Stephen G. Donald, Yu-Chin Hsu
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2013.833813
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Cites Work
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Cited In (26)
- Testing identification conditions of LATE in fuzzy regression discontinuity designs
- TESTING GENERALIZED REGRESSION MONOTONICITY
- Comparing distributions by multiple testing across quantiles or CDF values
- Testing treatment effect heterogeneity in regression discontinuity designs
- An improved bootstrap test for restricted stochastic dominance
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
- A stochastic dominance approach to the measurement of discrimination
- Testing for prospect and Markowitz stochastic dominance efficiency
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance
- Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering
- Likelihood Ratio Tests for Lorenz Dominance
- Testing higher and infinite degrees of stochastic dominance for small samples: a Bayesian approach
- Estimation and Inference of Distributional Partial Effects: Theory and Application
- Tests for the first-order stochastic dominance
- Statistical inference for a relaxation index of stochastic dominance under density ratio model
- Instrument validity for heterogeneous causal effects
- Consistent tests for semiparametric conditional independence
- Tests of stochastic monotonicity with improved power
- Four-decision tests for stochastic dominance, with an application to environmental psychophysics
- Testing for central dominance: method and application
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
- Tests of stochastic dominance with repeated measurements data
- Testing for the presence of treatment effect under selection on observables
- The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
- A Monte Carlo investigation of some tests for stochastic dominance
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