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
كليدواژه :
Stochastically increasing , Kernel estimation , Empirical processes , Wiener process , Brownian bridge process , Copula function
عنوان كنفرانس :
نهمين سمينار تخصصي نظريه قابليت اعتماد و كاربردهاي آن
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
