A review of stochastic dominance methods for poverty analysis

C García‐Gómez, A Perez… - Journal of Economic …, 2019 - Wiley Online Library
Stochastic dominance techniques have been mainly employed in poverty analyses to
overcome what it is called the multiplicity of poverty indices problem. Moreover, in the …

[图书][B] Econometric analysis of stochastic dominance: Concepts, methods, tools, and applications

YJ Whang - 2019 - books.google.com
This book offers an up-to-date, comprehensive coverage of stochastic dominance and its
related concepts in a unified framework. A method for ordering probability distributions …

An optimal transportation approach for assessing almost stochastic order

E Del Barrio, JA Cuesta-Albertos, C Matrán - … of the Uncertain: A Tribute to …, 2018 - Springer
When stochastic dominance does not hold, we can improve agreement to stochastic order
by suitably trimming both distributions. In this work we consider the L_2 L 2–Wasserstein …

Directional differentiability for supremum-type functionals: Statistical applications

J Cárcamo, A Cuevas, LA Rodríguez - 2020 - projecteuclid.org
We show that various functionals related to the supremum of a real function defined on an
arbitrary set or a measure space are Hadamard directionally differentiable. We specifically …

On approximate validation of models: a Kolmogorov–Smirnov-based approach

E del Barrio, H Inouzhe, C Matrán - Test, 2020 - Springer
Classical tests of fit typically reject a model for large enough real data samples. In contrast,
often in statistical practice, a model offers a good description of the data even though it is not …

Models for the assessment of treatment improvement: The ideal and the feasible

PC Álvarez-Esteban, E del Barrio, JA Cuesta-Albertos… - 2017 - projecteuclid.org
Comparisons of different treatments or production processes are the goals of a significant
fraction of applied research. Unsurprisingly, two-sample problems play a main role in …

Statistical inference for a relaxation index of stochastic dominance under density ratio model

W Zhuang, Y Li, G Qiu - Journal of Applied Statistics, 2022 - Taylor & Francis
Stochastic dominance is usually used to rank random variables by comparing their
distributions, so it is widely applied in economics and finance. In actual applications …

Income inequality, cohesiveness and commonality in the euro area: A semi-parametric boundary-free analysis

G Anderson, MG Pittau, R Zelli, J Thomas - Econometrics, 2018 - mdpi.com
The cohesiveness of constituent nations in a confederation such as the Eurozone depends
on their equally shared experiences. In terms of household incomes, commonality of …

A modified version of stochastic dominance involving dependence

I Montes, JJ Salamanca, S Montes - Statistics & Probability Letters, 2020 - Elsevier
Stochastic orders are mathematical methods allowing the comparison of random quantities.
Probably the most usual one is stochastic dominance, which is based on the comparison of …

[HTML][HTML] Improved inference for vaccine-induced immune responses via shape-constrained methods

N Laha, Z Moodie, Y Huang… - Electronic journal of …, 2022 - ncbi.nlm.nih.gov
We study the performance of shape-constrained methods for evaluating immune response
profiles from early-phase vaccine trials. The motivating problem for this work involves …