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Robust stochastic dominance: A semi-parametric approach

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  • Frank Cowell
  • Maria-Pia Victoria-Feser

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Abstract

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File URL: http://hdl.handle.net/10.1007/s10888-006-9022-z
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Bibliographic Info

Article provided by Springer in its journal The Journal of Economic Inequality.

Volume (Year): 5 (2007)
Issue (Month): 1 (April)
Pages: 21-37

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Handle: RePEc:kap:jecinq:v:5:y:2007:i:1:p:21-37

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Web page: http://springerlink.metapress.com/link.asp?id=111137

Related research

Keywords: Lorenz curve; M-estimators; Pareto model; welfare dominance;

References

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  1. Bishop, John A. & Chakraborti, S. & Thistle, Paul D., 1988. "Large sample tests for absolute Lorenz dominance," Economics Letters, Elsevier, vol. 26(3), pages 291-294.
  2. Frank A. Cowell & Maria-Pia Victoria-Feser, 2002. "Welfare Rankings in the Presence of Contaminated Data," Econometrica, Econometric Society, vol. 70(3), pages 1221-1233, May.
  3. Davidson, R. & Duclos, J.-Y., 1998. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," G.R.E.Q.A.M. 98a14, Universite Aix-Marseille III.
  4. Cowell, Frank A. & Victoria-Feser, Maria-Pia, 2006. "Distributional Dominance With Trimmed Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 291-300, July.
  5. Beach, Charles M & Davidson, Russell, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," Review of Economic Studies, Wiley Blackwell, vol. 50(4), pages 723-35, October.
  6. McDonald, James B & Ransom, Michael R, 1979. "Functional Forms, Estimation Techniques and the Distribution of Income," Econometrica, Econometric Society, vol. 47(6), pages 1513-25, November.
  7. A. B. Atkinson, 2004. "Income Tax and Top Incomes over the Twentieth Century," Hacienda Pública Española, IEF, vol. 168(1), pages 123-141, march.
  8. Frank Cowell & Maria-Pia Victoria-Feser, 2003. "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information," Journal of Economic Inequality, Springer, vol. 1(3), pages 191-219, December.
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Citations

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Cited by:
  1. Frank Cowell, 2007. "Income distribution and inequality," LSE Research Online Documents on Economics 3780, London School of Economics and Political Science, LSE Library.
  2. Frank Cowell, 2011. "Inequality among the wealthy," LSE Research Online Documents on Economics 43897, London School of Economics and Political Science, LSE Library.
  3. Yogi Vidyattama & Robert Tanton & Alan Duncan & Ross Gayler, 2013. "Implementing Income Verification in Australia," NATSEM Working Paper Series 13/20, University of Canberra, National Centre for Social and Economic Modelling.
  4. Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014. "Do Recent Stochastic Tools Help to Better Understand Investors’ Preference and Asset Allocation?," Working Papers 2014-130, Department of Research, Ipag Business School.
  5. Krause, Melanie, 2012. "Parametric Lorenz Curves and the Modality of the Income Density Function," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 67390, Verein für Socialpolitik / German Economic Association.
  6. Frank A Cowell & Maria-Pia Victoria-Feser, 2007. "Modelling Lorenz Curves:robust and semi-parametric issues," STICERD - Distributional Analysis Research Programme Papers 91, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  7. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
  8. Michał Brzeziński, 2013. "Variance estimation for richness measures," Working Papers 2013-03, Faculty of Economic Sciences, University of Warsaw.
  9. Hussain, M. Azhar & Jørgensen, Mette Møller & Østerdal, Lars Peter, 2014. "Refining Population Health Comparisons: A Multidimensional First Order Dominance Approach," COHERE Working Paper 2014:5, COHERE - Centre of Health Economics Research, University of Southern Denmark.

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