Nonparametric two-sample tests for increasing convex order

DOI10.3150/08-BEJ151zbMath1200.62046arXiv0902.1439MaRDI QIDQ605848

Rudolf Grübel, Ludwig Baringhaus

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.1439

zbMATH Keywords

increasing convex order; bootstrap critical values; empirical stop-loss transform; one-sided two-sample tests

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

Related Items

Nonparametric multi-samples test for simple stochastic ordering against unrestricted alternative, Stochastic ordering of variability measure estimators, Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering, A test for the increasing convex order based on the cumulative residual entropy, Empirical likelihood-based tests for stochastic ordering

Cites Work

• Confidence sets for a multivariate distribution
• Testing for increasing convex order in several populations
• Weak convergence and empirical processes. With applications to statistics
• The Density of the Distribution of the Maximum of a Gaussian Process
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