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.
articolo
2023
Lando, Tommaso
(2023). Testing departures from the increasing hazard rate property [journal article - articolo]. In STATISTICS & PROBABILITY LETTERS. Retrieved from https://hdl.handle.net/10446/232089
File allegato/i alla scheda:
File Dimensione del file Formato  
SPL - IHR test 2022.pdf

Solo gestori di archivio

Versione: publisher's version - versione editoriale
Licenza: Licenza default Aisberg
Dimensione del file 449.8 kB
Formato Adobe PDF
449.8 kB Adobe PDF   Visualizza/Apri
Pubblicazioni consigliate

Aisberg ©2008 Servizi bibliotecari, Università degli studi di Bergamo | Terms of use/Condizioni di utilizzo

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/232089
Citazioni
  • Scopus 2
  • ???jsp.display-item.citation.isi??? 3
social impact