多总体二阶随机占优对无约束的检验问题

数学物理学报 ›› 2020, Vol. 40 ›› Issue (1): 212-220.

多总体二阶随机占优对无约束的检验问题

张建玲()

^{潍坊学院数学与信息科学学院山东潍坊 261061}

收稿日期:2019-04-17 出版日期:2020-02-26 发布日期:2020-04-08
作者简介:张建玲, E-mail:zhangjianling@wfu.edu.cn
基金资助:
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)

Multi-Samples Testing for Second Stochastic Dominance Against Unrestricted Alternative

Jianling Zhang()

^{School of Mathematics and Information Sciences, Weifang University, Shandong Weifang 261061}

Received:2019-04-17 Online:2020-02-26 Published:2020-04-08
Supported by:
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)

摘要/Abstract

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.

关键词: 二阶随机占优, 保序回归估计, Bootstrap方法, 多总体检验

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.

Key words: Second order stochastic dominance, Isotonic regression estimation, Bootstrap method, Multi-sample test

中图分类号:

O212

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, 2020, 40(1): 212-220.

Jianling Zhang. Multi-Samples Testing for Second Stochastic Dominance Against Unrestricted Alternative[J]. Acta mathematica scientia,Series A, 2020, 40(1): 212-220.

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