Brendan K. Beare, Jackson D. Clarke
arXiv 17 Oct 2022 · Econometrics
arXiv:2210.08892 · PDF · DOI · OpenAlex · Extracted main text
Given independent samples from two univariate distributions, one-sided Wilcoxon-Mann-Whitney statistics may be used to conduct rank-based tests of stochastic dominance. We broaden the scope of applicability of such tests by showing that the bootstrap may be used to conduct valid inference in a matched pairs sampling framework permitting dependence between the two samples. Further, we show that a modified bootstrap incorporating an implicit estimate of a contact set may be used to improve power. Numerical simulations indicate that our test using the modified bootstrap effectively controls the null rejection rates and can deliver more or less power than that of the Donald-Hsu test. In the course of establishing our results we obtain a weak approximation to the empirical ordinance dominance curve permitting its population density to diverge to infinity at zero or one at arbitrary rates.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | https://doi.org/10.1080/07474938 (2013) 833813 Donald, S.G., Hsu, Y.-C., 2016 | 1.000 | 10 | 5 | 100% |
| 2 | https://doi.org/10.1093/restud/rdy049 Fang, Z., Santos, A (2019) Inference on directionally differentiable functions | 1.000 | 10 | 4 | 100% |
| 3 | https://doi.org/10.1016/j.jeconom (2009) 08.002 Linton, O., Song, K., Whang, Y.-J., 2010 | 1.000 | 8 | 5 | 100% |
| 4 | https://doi.org/10.1111/1468-0262.00390 Barrett, G.F., Donald, S.G (2003) Consistent tests for stochastic dominance | 0.928 | 4 | 4 | 100% |
| 5 | https://arxiv.org/abs/2601.18390v1 Beare, B.K., Kaji, T (2026) A necessary and sufficient condition for convergence in distribution of the P-P process in $L^1[0,1]$ | 0.928 | 4 | 3 | 100% |
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| 7 | https://doi.org/10.2307/2988473 Schimd, F., Trede, M (1996) Testing for first-order stochastic dominance: A new distribution-free test | 0.874 | 6 | 2 | 100% |
| 8 | https://doi.org/10.1016/j.ecosta (2018) 08.002 Beare, B.K., Shi, X., 2019 | 0.843 | 3 | 3 | 100% |
| 9 | https://doi.org/10.1080/07350015 (2019) 1647214 Sun, Z., Beare, B.K., 2021 | 0.843 | 3 | 3 | 100% |
| 10 | https://doi.org/10.1090/mmono/173 Davydov, Y.A., Lifshits, M.A., Smo… (1998) Local Properties of Distributions of Stochastic Functionals | 0.644 | 4 | 1 | 100% |
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