This paper proposes a nonparametric test to detect violations of the increasing hazard rate property, based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent. The behaviour of the power function in some critical cases is evaluated through simulations.
(2023). Testing departures from the increasing hazard rate property [journal article - articolo]. In STATISTICS & PROBABILITY LETTERS. Retrieved from https://hdl.handle.net/10446/232089
Testing departures from the increasing hazard rate property
Lando, Tommaso
2023-01-01
Abstract
This paper proposes a nonparametric test to detect violations of the increasing hazard rate property, based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent. The behaviour of the power function in some critical cases is evaluated through simulations.File allegato/i alla scheda:
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