Inequality Orderings, Normalized Stochastic Dominance, and Statistical Inference

Zheng, Buhong, et al

Journal of Business & Economic Statistics, 2000, vol. 18, issue 4, 479-88

Abstract: This article derives large-sample properties and provides asymptotically distribution-free statistical inference procedures for an alternative approach to inequality orderings--normalized stochastic dominance (NSD). NSD is a straightforward extension of standard dominance techniques. As such, it can be generalized to higher orders of dominance, thereby providing a more powerful technique for ranking distributions. We illustrate the NSD method by applying it to Current Population Survey data for 1970-90.

Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlbes:v:18:y:2000:i:4:p:479-88

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