Tests for almost stochastic dominance

References

• Anderson, G. (1996). Nonparametric tests of stochastic dominance in income distributions. Econometrica, 64(5), 1183–1193.
   Google Scholar
• Arnold, B. C., and Sarabia, J. M. (2018). Majorization and the Lorenz Order with Applications in Applied Mathematics and Economics. Springer.
   Google Scholar
• Baíllo, A., Cárcamo, J. and Mora-Corral, C. (2022). Extreme points of Lorenz and ROC curves with applications to inequality analysis. Journal of Mathematical Analysis and Applications, 514(2), 126335.
   Google Scholar
• Bali, T. G., Demirtas, K. O., Levy, H. and Wolf, A. (2009). Bonds versus stocks: Investors’ age and risk taking. Journal of Monetary Economics, 56(6), 817–830.
   Google Scholar
• Barrett, G. F., and Donald, S. G. (2003). Consistent tests for stochastic dominance. Econometrica, 71(1), 71–104.
   Google Scholar
• Barrett, G. F., Donald, S. G., and Bhattacharya, D. (2014). Consistent nonparametric tests for Lorenz dominance. Journal of Business & Economic Statistics, 32(1), 1–13.
   Google Scholar
• del Barrio, E., Giné, E., and Matrán, C. (1999). Central limit theorems for the Wasserstein distance between the empirical and the true distributions. Annals of Probability, 27, 1009–1071.
   Google Scholar
• Beare, B. K. (2010). Copulas and temporal dependence. Econometrica, 78(1), 395–410.
   Google Scholar
• Berrendero, J. R., and Cárcamo, J. (2011). Tests for the second order stochastic dominance based on L-statistics. Journal of Business & Economic Statistics, 29(2), 260–270.
   Google Scholar
• Bickel, P. J., Ritov, A. J., and Wellner, J. A. (1993). Efficient and Adaptive Estimation for Semiparametric Models. Springer Verlag, New York.
   Google Scholar
• de la Cal, J., and Cárcamo, J. (2010). Inverse stochastic dominance, majorization, and mean order statistics. Journal of Applied Probability, 47(1), 277–292.
   Google Scholar
• Cárcamo, J. (2017). Integrated empirical processes in Lp with applications to estimate probability metrics. Bernoulli, 23(4B), 3412–3436.
   Google Scholar
• Chang, J. R., Liu, W. H., and Hung, M. W. (2019). Revisiting generalized almost stochastic dominance. Annals of Operations Research, 281(1), 175–192.
   Google Scholar
• Denuit, M., Dhaene, J., Goovaerts, M., and Kaas, R. (2005). Actuarial Theory for Dependent Risks: Measures, Orders and Models. Wiley.
   Google Scholar
• Ermakov, M. (2017). On consistent hypothesis testing. Journal of Mathematical Sciences, 225(5), 751–769.
   Google Scholar
• Fang, Z., and Santos, A. (2019). Inference on directionally differentiable functions. The Review of Economic Studies, 86(1), 377–412.
   Google Scholar
• Fishburn, P. C. (1984). Dominance in SSB utility theory. Journal of Economic Theory, 34(1), 130–148.
   Google Scholar
• Giné, E., and Zinn, J. (1990). Bootstrapping general empirical measures. Annals of Probability, 18(2), 851–869.
   Google Scholar
• Grafakos, L. (2008). Classical Fourier Analysis. Springer.
   Google Scholar
• Huang, Y.–C., Kan, K., Tzeng, L. Y., and Wang, K. C. (2021). Estimating the critical parameter in almost stochastic dominance from insurance deductibles. Management Science, 67, 8, 4742–4755.
   Google Scholar
• Kaji, T. (2018). Essays on Asymptotic Methods in Econometrics. Doctoral thesis, Massachusetts Institute of Technology.
   Google Scholar
• Leshno, M., and Levy, H. (2002). Preferred by “all” and preferred by “most” decision makers: Almost stochastic dominance. Management Science, 48(8), 1074–1085.
   Google Scholar
• Levy, H. (2012). Almost stochastic dominance and efficient investment sets. American Journal of Operations Research, 2(3), 313–321.
   Google Scholar
• Levy, H. (2016). Stochastic Dominance: Investment Decision Making under Uncertainty. 3rd ed., Springer.
   Google Scholar
• Linton, O., Song, K. and Whang, Y. J. (2010). An improved bootstrap test of stochastic dominance. Journal of Econometrics, 154(2), 186–202.
   Google Scholar
• Maasoumi, E. and Wang, L. (2019). The gender gap between earnings distributions. Journal of Political Economy, 127 (5), 2438–2504.
   Google Scholar
• Muliere, P., and Scarsini, M. (1989). A note on stochastic dominance and inequality measures. Journal of Economic Theory, 49(2), 314–323.
   Google Scholar
• Müller, A. (1997). Stochastic orders generated by integrals: a unified study. Advances in Applied Probability, 29(2), 414–428.
   Google Scholar
• Rachev, S. T., Klebanov, L., Stoyanov, S. V., and Fabozzi, F. (2013). The Methods of Distances in the Theory of Probability and Statistics. Springer.
   Google Scholar
• Sablica, L., and Hornik, K. (2020). mistr: a computational framework for mixture and composite distributions. The R Journal, 12, 283–299.
   Google Scholar
• Shaked, M. and Shanthikumar, J. G. (2006). Stochastic Orders. Springer.
   Google Scholar
• Shapiro, A. (1991). Asymptotic analysis of stochastic programs. Annals of Operations Research, 30(1), 169–186.
   Google Scholar
• Sun, Z., and Beare, B. K. (2021). Improved nonparametric bootstrap tests of Lorenz dominance. Journal of Business & Economic Statistics, 39(1), 189–199.
   Google Scholar
• Tsetlin, I., Winkler, R. L., Huang, R. J., and Shih, P.-T. (2015). Generalized almost stochastic dominance. Operations Research, 63(2), 363–377.
   Google Scholar
• Tzeng, L. Y., Huang, R. J., and Shih, P.-T. (2013). Revisiting almost second-degree stochastic dominance. Management Science, 59(5), 1250–1254.
   Google Scholar
• Villani, C. (2009). Optimal Transport: Old and New. Springer.
   Google Scholar
• Zheng, B. (2002). Testing Lorenz curves with non-simple random samples. Econometrica, 70(3), 1235–1243.
   Google Scholar
• Zheng, B. (2018). Almost Lorenz dominance. Social Choice and Welfare, 51(1), 51–63.
   Google Scholar