不平等排序、标准化随机占优与统计推断

Inequality Orderings, Normalized Stochastic Dominance, and Statistical Inference

Journal of Business & Economic Statistics · 2000
被引 23
人大 AABS 4

中文导读

推导了标准化随机占优(NSD)的大样本性质,并提供了渐近分布自由的统计推断方法。NSD是标准占优技术的扩展,可推广到更高阶占优,从而更有效地排序分布。作者用1970-1990年当前人口调查数据展示了该方法。

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 1970–1990.

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