Isotonic L_2-projection test for local monotonicity of a hazard

Details Isotonic L_2-projection test for local monotonicity of a hazard Isotonic L_2-projection test for local monotonicity of a hazard

2011-01-17

arxiv.org/abs/1101.3306v1

Mathematics

Statistics Theory

15 pages, 6 figures

Scientific paper

We introduce a new test statistic for testing the null hypothesis that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. It is based on a comparison of the empirical distribution function with an isotonic estimate, using the restriction that the hazard is increasing, and measures the excursions of the empirical distribution above the isotonic estimate, due to local non-monotonicity. It is proved in the companion paper Groeneboom and Jongbloed (2011a) that the test statistic is asymptotically normal if the hazard is strictly increasing on the interval [0,a] and certain regularity conditions are satisfied. We discuss a bootstrap method for computing the critical values and compare the test, thus obtained, with other proposals in a simulation study.

Affiliated with

Also associated with

No associations

Rating

Isotonic L_2-projection test for local monotonicity of a hazard does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Isotonic L_2-projection test for local monotonicity of a hazard, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Isotonic L_2-projection test for local monotonicity of a hazard will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-285162