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Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality. (1999). Knight, John ; Satchell, Stephen.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:9911.

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  1. Anderson, G. J. (1996). Nonparametric Tests of Stochastic Dominance in Income Distributions, Econometrica 64: 1183-1193.

  2. Atkinson, A. B. (1983). The Economics of Inequality and Edition, Clarendon Press, Oxford.
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  3. Davidson, R. and J. Duclos (1997). Statistical Inference for the Measurement of the Incidence of Taxes and Transfers, Econometrica 65, 1453-1465.

  4. Feller, W. (1966). An Introduction to Probability Theory and Its Applications, Vol.
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  5. Feuerverger, A. and P. McDunnough (1981). On the Efficiency of the Empirical Characteristic Function Procedures, Journal of the Royal Statistical Society, Series B 43: 20-27.
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  6. Pratt, J. W. and R. J. Zeckhauser (1987). Proper Risk Aversion, Econometrica 55: 143-154.

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  10. Thistle, P.D. (1993). Negative Moments, Risk Aversion and Stochastic Domi- nance, Journal of Financial and Quantitative Analysis 28: 301-311.
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  50. Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality. (1999). Knight, John ; Satchell, Stephen.
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