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These problems are of interest in the context of marginal conditional stochastic dominance (MCSD). Constructing statistical tests for the MCSD relies on ideas and also on their modifications developed by Linton, Maasoumi, and Whang (2005, <jats:italic>Review of Economic Studies<\/jats:italic> 72, 735\u2013765) in the context of stochastic dominance for distribution functions. Our theoretical considerations are supplemented with a simulation study.<\/jats:p>","DOI":"10.1017\/s0266466608080407","type":"journal-article","created":{"date-parts":[[2008,4,22]],"date-time":"2008-04-22T19:36:40Z","timestamp":1208893000000},"page":"1044-1062","source":"Crossref","is-referenced-by-count":35,"title":["TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE"],"prefix":"10.1017","volume":"24","author":[{"given":"Edna","family":"Schechtman","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Amit","family":"Shelef","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shlomo","family":"Yitzhaki","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ri\u010dardas","family":"Zitikis","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2008,4,22]]},"reference":[{"key":"S0266466608080407_ref024","first-page":"1","article-title":"The Gini instrumental variables, or \u201cthe double IV estimator.\u201d","volume":"52","author":"Yitzhaki","year":"2004","journal-title":"Metron"},{"key":"S0266466608080407_ref022","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005107"},{"key":"S0266466608080407_ref021","doi-asserted-by":"publisher","DOI":"10.2307\/2554117"},{"key":"S0266466608080407_ref020","unstructured":"Shelef A. 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(2006) Dominated Portfolios and Efficient Portfolio Reallocation for General Discrete Distributions and all Risk-Averse Investors. Manuscript, McDonough School of Business, Georgetown University."},{"key":"S0266466608080407_ref018","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.40.5.670"},{"key":"S0266466608080407_ref014","unstructured":"Schechtman E. \u2019 Shalit H. (2006) Testing the Necessary Conditions for the Marginal Conditional Stochastic Dominance. Manuscript, Ben-Gurion University of the Negev."},{"key":"S0266466608080407_ref023","unstructured":"Yitzhaki S. \u2019 Mayshar J. (1997) Characterizing Efficient Portfolios. Manuscript. 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