شماره ركورد كنفرانس
5470
عنوان مقاله
Testing stochastically increasing by non-parametric kernel method
پديدآورندگان
Amini-Seresht E e.amini@basu.ac.ir Department of Statistics, Bu-Ali Sina University, Hamedan, Iran
تعداد صفحه
6
كليدواژه
Stochastically increasing , Kernel estimation , Empirical processes , Wiener process , Brownian bridge process , Copula function
سال انتشار
1402
عنوان كنفرانس
نهمين سمينار تخصصي نظريه قابليت اعتماد و كاربردهاي آن
زبان مدرك
انگليسي
چكيده فارسي
This paper, investigates the problem of testing that non-negative random variables X and Y are independent against the alternative that Y stochastically increasing (SI) in X. Two new statistical tests, based on the kernel density estimator, are proposed. Their limiting distributions are derived. The finite-sample performance of the proposed tests in comparison with various alternative tests, is studied
كشور
ايران
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