TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
绝对集中曲线与边际条件随机占优的假设检验
We consider statistical tests concerning various relationships between two absolute concentration curves (ACCs). In particular, we consider tests for determining if the two ACCs coincide, if one is above another in a specified order, or if they do not intersect without specifying which one is above/below the other one. These problems are of interest in the context of marginal conditional stochastic dominance (MCSD). Constructing statistical tests for the MCSD relies on ideas…