Testing for Restricted Stochastic Dominance
研究了检验两个分布之间是否存在随机占优关系的渐近和自助法检验，提出受限随机占优概念，并基于经验似然比构造检验统计量，能提供更可靠的推断。
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to define and focus on restricted stochastic dominance, the only empirically useful form of dominance relation that we can seek to infer in many settings. One testing procedure that we consider is based on an empirical likelihood ratio. The computations necessary for obtaining a test statistic also provide estimates of the distributions under study that satisfy the null hypothesis, on the frontier between dominance and nondominance. These estimates can be used to perform dominance tests that can turn out to provide much improved reliability of inference compared with the asymptotic tests so far proposed in the literature.