Consistent Tests for Stochastic Dominance
提出检验任意预设阶数随机占优的方法，主要关注收入分布，使用类似Kolmogorov-Smirnov检验的一致性检验，并基于模拟和自助法进行推断，通过蒙特卡洛实验和实证例子比较不同方法。
Methods are proposed for testing stochastic dominance of any pre–specified order, with primary interest in the distributions of income. We consider consistent tests, that are similar to Kolmogorov–Smirnov tests, of the complete set of restrictions that relate to the various forms of stochastic dominance. For such tests, in the case of tests for stochastic dominance beyond first order, we propose and justify a variety of approaches to inference based on simulation and the bootstrap. We compare these approaches to one another and to alternative approaches based on multiple comparisons in the context of a Monte Carlo experiment and an empirical example.