| 多总体二阶随机占优对无约束的检验问题 |
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| 引用本文： | 张建玲. 多总体二阶随机占优对无约束的检验问题[J]. 数学物理学报(A辑), 2020, 0(1): 212-220 |
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| 作者姓名： | 张建玲 |
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| 作者单位： | 潍坊学院数学与信息科学学院 |
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| 基金项目： | 国家自然科学基金(31872847);山东省自然科学基金(ZR2019MA022);潍坊学院博士基金(2016BS11)。 |
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| 摘 要： | 该文将利用保序回归估计和Bootstrap方法对多总体二阶随机占优对无约束的检验问题进行研究,具体步骤如下:首先,利用保序回归估计和经验分布函数构造检验统计量;然后,利用Bootstrap方法给出检验问题的临界值和p值;最后,通过Monte Carlo模拟来说明该文所提出方法的可行性.
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| 关 键 词： | 二阶随机占优 保序回归估计 Bootstrap方法 多总体检验 |
Multi-Samples Testing for Second Stochastic Dominance Against Unrestricted Alternative |
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| Zhang Jianling. Multi-Samples Testing for Second Stochastic Dominance Against Unrestricted Alternative[J]. Acta Mathematica Scientia, 2020, 0(1): 212-220 |
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| Authors: | Zhang Jianling |
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| Affiliation: | (School of Mathematics and Information Sciences,Weifang University,Shandong Weifang 261061) |
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| Abstract: | In this paper,we will study test problem of multi-sample second order stochastic dominance against no restriction by using isotonic regression estimates and bootstrap method.The specific steps are as follows:Firstly,a test statistic is constructed with the isotonic regression estimators and empirical distribution functions.Then,the critical value and p value of the test are given by bootstrap method.Finally,simulation results are presented to illustrate the proposed test method. |
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| Keywords: | Second order stochastic dominance Isotonic regression estimation Bootstrap method Multi-sample test |
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