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

Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second order. Test statistics are obtained as functionals of the difference between the identity and the Lorenz P-P plot, defi...

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Hauptverfasser:	Lando, Tommaso, Legramanti, Sirio
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Theory
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