Testing Hypotheses About Absolute Concentration Curves and Marginal Conditional Stochastic Dominance
Author : Edna Schechtman
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (129 download)
Book Synopsis Testing Hypotheses About Absolute Concentration Curves and Marginal Conditional Stochastic Dominance by : Edna Schechtman
Download or read book Testing Hypotheses About Absolute Concentration Curves and Marginal Conditional Stochastic Dominance written by Edna Schechtman and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider statistical tests concerning various relationships between two absolute concentration curves (ACC). In particular, we consider tests for determining if the two ACC's coincide, one is above another in a specified order, or do not intersect without specifying which one is above/below the other one. These problems are of interest in the context of marginal conditional stochastic dominance (MCSD).Constructing statistical tests for the MCSD rely on ideas as well as on their modifications developed by Whang, Linton and Maasoumi (2005) in the context of stochastic dominance for distribution functions. Our theoretical considerations are supplemented with a simulation study.