In this work we deal with the problem of estimating the support S of a probability distribution under shape restrictions. The shape restriction we deal with is an extension of the notion of convexity named α-convexity. Instead of assuming, as in the convex case, the existence of a separating...

We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests have asymptotic sizes that are exactly equal to the nominal level uniformly...