TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
研究了检验两条绝对集中曲线之间关系的统计方法，包括是否重合、是否一个在另一个之上或是否相交，这些检验对边际条件随机占优分析有用，并基于Linton等人的方法进行了模拟研究。
We consider statistical tests concerning various relationships between two absolute concentration curves (ACCs). In particular, we consider tests for determining if the two ACCs coincide, if one is above another in a specified order, or if they 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 relies on ideas and also on their modifications developed by Linton, Maasoumi, and Whang (2005, Review of Economic Studies 72, 735–765) in the context of stochastic dominance for distribution functions. Our theoretical considerations are supplemented with a simulation study.