Hongyi Jiang, Zhenting Sun, Shiyun Hu
arXiv 21 Jun 2023 · Econometrics · publishedEconomics Letters (2024)
arXiv:2306.12271 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes a nonparametric test for $m$th-degree inverse stochastic dominance which is a powerful tool for ranking distribution functions according to social welfare. We construct the test based on empirical process theory. The test is shown to be asymptotically size controlled and consistent. The good finite sample properties of the test are illustrated via Monte Carlo simulations. We apply our test to the inequality growth in the United Kingdom from 1995 to 2010.
appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.
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 | Sun, Z. and Beare, B. K (2021) Improved nonparametric bootstrap tests of Lorenz dominance self | 1.000 | 23 | 5 | 100% |
| 2 | Aaberge, R., Havnes, T., and Mogstad, M (2021) Ranking intersecting distribution functions | 1.000 | 17 | 3 | 100% |
| 3 | Fang, Z. and Santos, A (2019) Inference on directionally differentiable functions | 1.000 | 17 | 3 | 100% |
| 4 | Barrett, G. F., Donald, S. G., and Bhattacharya, D (2014) Consistent nonparametric tests for Lorenz dominance | 1.000 | 9 | 3 | 100% |
| 5 | Kaji, T (2019) Asymptotic theory of $L$-statistics and integrable empirical processes | 1.000 | 5 | 3 | 100% |
| 6 | Kosorok, M. R (2008) Introduction to Empirical Processes and Semiparametric Inference | 0.737 | 3 | 2 | 100% |
| 7 | van der Vaart, A. W. and Wellner, J. A (1996) Weak Convergence and Empirical Processes | 0.644 | 2 | 2 | 100% |
| 8 | Sun, Z (2023) Instrument validity for heterogeneous causal effects self | 0.585 | 3 | 1 | 100% |
| 9 | Beare, B. K. and Shi, X (2019) An improved bootstrap test of density ratio ordering | 0.511 | 2 | 1 | 100% |
| 10 | Davidson, R. and Duclos, J.-Y (2000) Statistical inference for stochastic dominance and for the measurement of poverty and inequality | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 44 scored citations.