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Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data

Author

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  • Ian Crawford

    () (Institute for Fiscal Studies and University of Oxford)

Abstract

This paper make straightforward extensions to Anderson's (1996) nonparametric statistical tests of stochastic dominance criteria to bivariate distributions. These test are applied to a time series of cross-section datasets on household level total expenditure and non labour market time in the UK.

Suggested Citation

  • Ian Crawford, 1999. "Nonparametric tests of stochastic dominance in bivariate distributions, with an application to UK data," IFS Working Papers W99/28, Institute for Fiscal Studies.
  • Handle: RePEc:ifs:ifsewp:99/28
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    References listed on IDEAS

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    1. A. B. Atkinson & F. Bourguignon, 1982. "The Comparison of Multi-Dimensioned Distributions of Economic Status," Review of Economic Studies, Oxford University Press, vol. 49(2), pages 183-201.
    2. Neary, J. P. & Roberts, K. W. S., 1980. "The theory of household behaviour under rationing," European Economic Review, Elsevier, pages 25-42.
    3. Anderson, Gordon, 1996. "Nonparametric Tests of Stochastic Dominance in Income Distributions," Econometrica, Econometric Society, vol. 64(5), pages 1183-1193, September.
    4. Ulph, David, 1978. "On labour supply and the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 19(2), pages 492-512, December.
    5. Levy, Haim & Paroush, Jacob, 1974. "Toward multivariate efficiency criteria," Journal of Economic Theory, Elsevier, vol. 7(2), pages 129-142, February.
    6. John C. Harsanyi, 1955. "Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility," Journal of Political Economy, University of Chicago Press, vol. 63, pages 309-309.
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    Citations

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    Cited by:

    1. Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Duclos, Jean-Yves & Sahn, David & Younger, Stephen D., 2003. "Polarization: Robust Multidimensional Poverty Comparisons," Cahiers de recherche 0304, CIRPEE.
    3. Maasoumi, Esfandiar & Almas Heshmati, 2003. "Evaluating Dominance Ranking of PSID Incomes by various Household Attributes," Departmental Working Papers 0509, Southern Methodist University, Department of Economics.
    4. Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008. "Forecasting Canadian time series with the New Keynesian model," Canadian Journal of Economics, Canadian Economics Association, pages 138-165.
    5. Jean-Yves Duclos & David Sahn & Stephen D. Younger, 2006. "Robust Multidimensional Spatial Poverty Comparisons in Ghana, Madagascar, and Uganda," World Bank Economic Review, World Bank Group, vol. 20(1), pages 91-113.
    6. David Sahn & Stephen Younger, 2005. "Improvements in children’s health: Does inequality matter?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, pages 125-143.
    7. Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, pages 73-87.

    More about this item

    Keywords

    Social welfare; stochastic dominance; nonparametric statistical;

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • D30 - Microeconomics - - Distribution - - - General

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