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.
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.
作者
张建玲
Zhang Jianling(School of Mathematics and Information Sciences,Weifang University,Shandong Weifang 261061)
出处
《数学物理学报（A辑）》
CSCD
北大核心
2020年第1期212-220,共9页
Acta Mathematica Scientia
基金
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)。
