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Robust stochastic dominance: A semi-parametric approach


  • Frank Cowell
  • Maria-Pia Victoria-Feser



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  • Frank Cowell & Maria-Pia Victoria-Feser, 2007. "Robust stochastic dominance: A semi-parametric approach," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 5(1), pages 21-37, April.
  • Handle: RePEc:kap:jecinq:v:5:y:2007:i:1:p:21-37 DOI: 10.1007/s10888-006-9022-z

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    References listed on IDEAS

    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. Russell Davidson & Jean-Yves Duclos, 2000. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Econometrica, Econometric Society, vol. 68(6), pages 1435-1464, November.
    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. McDonald, James B & Ransom, Michael R, 1979. "Functional Forms, Estimation Techniques and the Distribution of Income," Econometrica, Econometric Society, vol. 47(6), pages 1513-1525, November.
    6. A. B. Atkinson, 2004. "Income Tax and Top Incomes over the Twentieth Century," Hacienda Pública Española, IEF, vol. 168(1), pages 123-141, march.
    7. Frank Cowell & Maria-Pia Victoria-Feser, 2003. "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 1(3), pages 191-219, December.
    8. Charles M. Beach & Russell Davidson, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," Review of Economic Studies, Oxford University Press, vol. 50(4), pages 723-735.
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    Cited by:

    1. 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.
    2. Frank A. Cowell, 2008. "Income Distribution and Inequality," Chapters,in: The Elgar Companion to Social Economics, chapter 13 Edward Elgar Publishing.
    3. 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.
    4. Gholamreza Hajargasht & William E. Griffiths, 2016. "Inference for Lorenz Curves," Department of Economics - Working Papers Series 2022, The University of Melbourne.
    5. Michal Brzezinski, 2011. "Variance Estimation for Richness Measures," LWS Working papers 11, LIS Cross-National Data Center in Luxembourg.
    6. Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
    7. Channing Arndt & Kristi Mahrt & M. Azhar Hussain & Finn Tarp, 2017. "A human rights-consistent approach to multidimensional welfare measurement applied to sub-Saharan Africa," WIDER Working Paper Series 076, World Institute for Development Economic Research (UNU-WIDER).
    8. 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.
    9. Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
    10. Frank A. Cowell & Philippe Kerm, 2015. "Wealth Inequality: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 671-710, September.
    11. M. Azhar Hussain & Mette Møller Jørgensen & Lars Peter Østerdal, 2016. "Refining Population Health Comparisons: A Multidimensional First Order Dominance Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 129(2), pages 739-759, November.
    12. Melanie Krause, 2014. "Parametric Lorenz Curves and the Modality of the Income Density Function," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 905-929, December.
    13. Frank A Cowell, 2011. "Inequality among the Wealthy," CASE Papers case150, Centre for Analysis of Social Exclusion, LSE.
    14. Michal Brzezinski, 2016. "Robust estimation of the Pareto tail index: a Monte Carlo analysis," Empirical Economics, Springer, vol. 51(1), pages 1-30, August.
    15. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.


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