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Keyword: distribution function;
4 results found.
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Sokbae Lee, Oliver Linton and Yoon-Jae Whang
We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution i...Read more...
Frank A Cowell and Maria-Pia Victoria-Feser
We show how a collection of results in the literature on the empirical estimation of welfare indicators from sample data can be unified. We also demonstrate how some of these ideas can be extended to empirically importan...Read more...
Frank A Cowell, Francisco H.G. Ferreira and Julie Litchfield
Using a newly available comprehensive micro-data set we examine changes in the shape of the Brazilian income distribution during the 'lost decade' of the 1980s. We adopt alternative parametric and non-parametric approach...Read more...
Statistical problems in modelling personal income distributions include estimation procedures, testing and model choice. Typically, the parameters of a given model are estimated by classical procedures such as maximum li...Read more...