洛伦兹占优的一致非参数检验

Consistent Nonparametric Tests for Lorenz Dominance

Journal of Business & Economic Statistics · 2013
被引 3
人大 AABS 4

中文导读

提出了一致非参数方法检验两组福利变量(如收入或消费)的洛伦兹曲线是否占优,适用于独立样本或同一组个体的不同福利指标,并通过蒙特卡洛模拟和实证分析验证了方法表现。

Abstract

This article proposes consistent nonparametric methods for testing the null hypothesis of Lorenz dominance. The methods are based on a class of statistical functionals defined over the difference between the Lorenz curves for two samples of welfare-related variables. We present two specific test statistics belonging to the general class and derive their asymptotic properties. As the limiting distributions of the test statistics are nonstandard, we propose and justify bootstrap methods of inference. We provide methods appropriate for case where the two samples are independent as well as the case where the two samples represent different measures of welfare for one set of individuals. The small sample performance of the two tests is examined and compared in the context of a Monte Carlo study and an empirical analysis of income and consumption inequality.

非参数检验福利不平等Bootstrap方法