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math.ST2023
Bootstrap-based tests for the total time on test and the excess wealth orders
Tommaso Lando, Sirio Legramanti
Given a pair of non-negative random variables and , we introduce a class of nonparametric tests for the null hypothesis that dominates in the total time on test orde…
math.ST2023★ 1 cited
A new class of nonparametric tests for second-order stochastic dominance based on the Lorenz P-P plot
Tommaso Lando, Sirio Legramanti
Given samples from two non-negative random variables, we propose a family of tests for the null hypothesis that one random variable stochastically dominates the other at the second…