Multi-sample test based on bootstrap methods for second order stochastic dominance

Jianling Zhang; Zhongzhan Zhang

Research Article

Multi-sample test based on bootstrap methods for second order stochastic dominance

Year 2015, Volume: 44 Issue: 2, 503 - 512, 01.04.2015

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.

Keywords

second order stochastic dominance, stop-loss transform, isotonic regression estimation, bootstrap critical values

References

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Year 2015, Volume: 44 Issue: 2, 503 - 512, 01.04.2015

Jianling Zhang Zhongzhan Zhang

Abstract

References

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There are 1 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Statistics
Authors	Jianling Zhang Zhongzhan Zhang
Publication Date	April 1, 2015
Published in Issue	Year 2015 Volume: 44 Issue: 2

Cite

APA	Zhang, J., & Zhang, Z. (2015). Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics, 44(2), 503-512.
AMA	Zhang J, Zhang Z. Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics. April 2015;44(2):503-512.
Chicago	Zhang, Jianling, and Zhongzhan Zhang. “Multi-Sample Test Based on Bootstrap Methods for Second Order Stochastic Dominance”. Hacettepe Journal of Mathematics and Statistics 44, no. 2 (April 2015): 503-12.
EndNote	Zhang J, Zhang Z (April 1, 2015) Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics 44 2 503–512.
IEEE	J. Zhang and Z. Zhang, “Multi-sample test based on bootstrap methods for second order stochastic dominance”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 2, pp. 503–512, 2015.
ISNAD	Zhang, Jianling - Zhang, Zhongzhan. “Multi-Sample Test Based on Bootstrap Methods for Second Order Stochastic Dominance”. Hacettepe Journal of Mathematics and Statistics 44/2 (April 2015), 503-512.
JAMA	Zhang J, Zhang Z. Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics. 2015;44:503–512.
MLA	Zhang, Jianling and Zhongzhan Zhang. “Multi-Sample Test Based on Bootstrap Methods for Second Order Stochastic Dominance”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 2, 2015, pp. 503-12.
Vancouver	Zhang J, Zhang Z. Multi-sample test based on bootstrap methods for second order stochastic dominance. Hacettepe Journal of Mathematics and Statistics. 2015;44(2):503-12.