Nonparametric two-sample tests for increasing convex order
| dc.creator | Baringhaus, Ludwig | |
| dc.creator | Grübel, Rudolf | |
| dc.date | 2009-02-09 | |
| dc.date.accessioned | 2026-07-07T12:39:29Z | |
| dc.date.available | 2026-07-07T12:39:29Z | |
| dc.description | Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex order. The test statistics are based on the empirical stop-loss transform, critical values are obtained by a bootstrap procedure. It turns out that for the resampling a size switching is necessary. We show that the resulting tests are consistent against all alternatives and that they are asymptotically of the given size $α$. A specific feature of the problem is the behavior of the tests `inside' the hypothesis, where $F\not=G$. We also investigate and compare this aspect for the two tests. | |
| dc.description | Published in at http://dx.doi.org/10.3150/08-BEJ151 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm) | |
| dc.identifier | https://arxiv.org/abs/0902.1439 | |
| dc.identifier | http://arxiv.org/abs/0902.1439 | |
| dc.identifier | Bernoulli 2009, Vol. 15, No. 1, 99-123 | |
| dc.identifier | doi:10.3150/08-BEJ151 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/219126 | |
| dc.subject | Statistics Theory | |
| dc.title | Nonparametric two-sample tests for increasing convex order | |
| dc.type | text |