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摘要:
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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来源 :
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
年份: 2015
期: 2
卷: 44
页码: 503-512
0 . 8 0 0
JCR@2022
ESI学科: MATHEMATICS;
ESI高被引阀值:82
JCR分区:4
中科院分区:4
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