几乎占优:推断与应用

Almost dominance: inference and application

Econometric Reviews · 2025
被引 0
人大 A-ABS 3

中文导读

为三种几乎占优(几乎洛伦兹占优、几乎逆随机占优、几乎随机占优)提出了统一的推断框架,包括系数估计和自助法置信区间,并应用于英国不平等增长分析。

Abstract

.This article proposes a general framework for inference on three types of almost dominances: almost Lorenz dominance, almost inverse stochastic dominance, and almost stochastic dominance. We first generalize almost Lorenz dominance to almost upward and downward Lorenz dominances. We then provide a bootstrap inference procedure for the Lorenz dominance coefficients, which measure the degrees of almost Lorenz dominance. Furthermore, we propose almost upward and downward inverse stochastic dominances and provide inference on the inverse stochastic dominance coefficients. We also show that our results can be easily extended to almost stochastic dominance. Simulation studies demonstrate the finite sample properties of the proposed estimators and the bootstrap confidence intervals. This framework can be applied to economic analysis, particularly in the areas of social welfare, inequality, and decision-making under uncertainty. As an empirical example, we apply the methods to the inequality growth in the United Kingdom and find evidence for almost upward inverse stochastic dominance.

几乎占优洛伦兹占优逆随机占优自助推断