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Abstract:
Statistical inferences under second order stochastic dominance for two sample case has a long and rich history. But the k(>= 2) sample case has not been well studied. In this article we consider k(>= 2) sample test for the equality of distribution functions against second order stochastic dominance alternative. A test statistic is constructed with isotonic regression estimates of stop-loss transform functions, and the asymptotic distribution of the proposed test is given. A bootstrap procedure is employed to obtain the p-value of the test, and some simulation results are presented to illustrate the proposed test method.
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Source :
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
Year: 2015
Issue: 2
Volume: 44
Page: 503-512
0 . 8 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:82
JCR Journal Grade:4
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 0
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
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