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Distribution-free statistical inference for generalized Lorenz dominance based on grouped data. (2004). Murasawa, Yasutomo ; Morimune, Kimio .
In: Mathematics and Computers in Simulation (MATCOM).
RePEc:eee:matcom:v:64:y:2004:i:1:p:133-142.

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  1. Mean-risk tests of stochastic dominance. (2011). Dentcheva, Darinka ; Darinka, Dentcheva ; Stock Gregory J., ; Ludmyla, Rekeda .
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:28:y:2011:i:2:p:97-118:n:2.

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  2. Myopic loss aversion and margin of safety: the risk of value investing. (2006). Xu, Kuan ; Fisher, Gordon.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:6:p:481-494.

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References

References cited by this document

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  5. Dasgupta, P ; Sen, A ; Starrett, D Notes on the measurement of inequality. 1973 J. Econ. Theor.. 6 180-187

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  8. S. Yitzhaki, I. Olkin, Concentration indices and concentration curves, in: K.C. Mosler, M. Scarsini (Eds.), Stochastic Orders and Decision under Risk, Institute of Mathematical Science, 1991, pp. 380–392.
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  9. Shorrocks, A.F Ranking income distributions. 1983 Economica. 50 3-17

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