Measuring the degree of stochastic dominance
This talk concerns the difficulties for statistical assessment of stochastic dominance. We introduce some natural indices to measure disagreement with the improvement that such a relation would justify. The plug-in versions of these indices are statistics that are well known in other statistical settings, but additional results are need to justify their use to assess approximate stochastic dominance.
Palabras clave / Keywords: relaxed stochastic dominance asymptotics copulas inferential procedures P(X>Y)-representation Galton's rank statistic
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