A new class of nonparametric tests for second-order stochastic dominance based on the Lorenz P-P plot

arXiv2308.00317MaRDI QIDQ6445833FDOQ6445833

Sirio Legramanti, Tommaso Lando

Publication date: 1 August 2023

Has companion code repository: https://github.com/siriolegramanti/ssd

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inequalities; stochastic orderings (60E15)

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