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Supported by the Spanish Agencia Estatalde Investigacion through projects PID2019-109387GB-I00 (A.B. and J.C.), PID2021-124195NB-C32 (C.M-C.) and the Severo Ochoa Programme CEX2019-000904-S (C.M.-C.). C.M-C. has also been supported by the ERC Advanced grant 834728.

Analysis of institutional authors

Baillo, AmparoAuthorMora-Corral, CarlosAuthor

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Early Access

Tests for almost stochastic dominance

Publicated to:JOURNAL OF BUSINESS & ECONOMIC STATISTICS. 43 (2): 338-350 - 2024-08-23 43(2), DOI: 10.1080/07350015.2024.2374274

Authors: Baíllo A; Cárcamo J; Mora-Corral C

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Abstract

We introduce a two-dimensional stochastic dominance (2DSD) index to characterize both strict and almost stochastic dominance. Based on this index, we derive an estimator for the minimum violation ratio (MVR), also known as the critical parameter, of the almost stochastic ordering condition between two variables. We determine the asymptotic properties of the empirical 2DSD index and MVR for the most frequently used stochastic orders. We also provide conditions under which the bootstrap estimators of these quantities are strongly consistent. As an application, we develop consistent bootstrap testing procedures for almost stochastic dominance. The performance of the tests is checked via simulations and the analysis of real data.

Keywords

Bootstrap consistencyLorenz curveStochastic ordersViolation ratiViolation ratio

Quality index

Bibliometric impact. Analysis of the contribution and dissemination channel

The work has been published in the journal JOURNAL OF BUSINESS & ECONOMIC STATISTICS due to its progression and the good impact it has achieved in recent years, according to the agency WoS (JCR), it has become a reference in its field. In the year of publication of the work, 2024 there are still no calculated indicators, but in 2023, it was in position 124/600, thus managing to position itself as a Q1 (Primer Cuartil), in the category Economics.

Impact and social visibility

From the perspective of influence or social adoption, and based on metrics associated with mentions and interactions provided by agencies specializing in calculating the so-called "Alternative or Social Metrics," we can highlight as of 2025-06-07:

  • The use of this contribution in bookmarks, code forks, additions to favorite lists for recurrent reading, as well as general views, indicates that someone is using the publication as a basis for their current work. This may be a notable indicator of future more formal and academic citations. This claim is supported by the result of the "Capture" indicator, which yields a total of: 2 (PlumX).

It is essential to present evidence supporting full alignment with institutional principles and guidelines on Open Science and the Conservation and Dissemination of Intellectual Heritage. A clear example of this is:

  • The work has been submitted to a journal whose editorial policy allows open Open Access publication.

Leadership analysis of institutional authors

There is a significant leadership presence as some of the institution’s authors appear as the first or last signer, detailed as follows: First Author (BAILLO MORENO, AMPARO) and Last Author (MORA CORRAL, CARLOS).