An improved bootstrap test of density ratio ordering
نویسندگان
چکیده
منابع مشابه
An improved bootstrap test of density ratio ordering
Two probability distributions with common support are said to exhibit density ratio ordering when they admit a nonincreasing density ratio. Existing statistical tests of the null hypothesis of density ratio ordering are known to be conservative, with null limiting rejection rates below the nominal significance level whenever the two distributions are unequal. We show how a bootstrap procedure c...
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ژورنال
عنوان ژورنال: Econometrics and Statistics
سال: 2019
ISSN: 2452-3062
DOI: 10.1016/j.ecosta.2018.08.002