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Articles

Test of dominance relations based on kernel smoothing method

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Pages 685-708 | Received 01 Sep 2022, Accepted 10 Apr 2023, Published online: 10 May 2023
 

Abstract

New test statistics for weakly Lorenz dominance and weakly generalised Lorenz dominance are proposed, and some asymptotic properties of test statistics are obtained. The simulation results show that our test statistics can improve test power in comparison with the non-smoothed empirical methods. Finally, we apply our inference framework to an actual example.

Mathematics Subject Classifications (2020):

Disclosure statement

No potential conflict of interest was reported by the authors.

Additional information

Funding

This work was supported by the National Nature Science Foundation of China (Nos. 71971204, 71871208, 11701518), and the Anhui Provincial Natural Science Foundation for Distinguished Young Scholar (2208085J43).

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