摘要
本文通过保序回归估计和Bootstrap方法,对多总体随机占优检验问题进行研究。首先,通过保序回归估计给出检验统计量;然后,给出检验统计量在原假设成立时的渐近分布;并利用Bootstrap方法给出了临界值和p值的计算方法;最后,利用随机模拟说明该方法的可行性。
In this artical,we study the problem of multi-population stochastic dominance test by isotonic regression estimates and bootstrap methods.First,we construct a test statistic with the isotonic regression estimators;Then,The null asymptotic distribution of the test statistic is presented,and a procedure to calculate the critical value or p-value based on bootstrap methods is given;Finally,simulation results are presented to illustrate the proposed test method.
作者
张建玲
ZHANG Jian-ling(Weifang University,Weifang 261061,China)
出处
《潍坊学院学报》
2020年第2期9-13,共5页
Journal of Weifang University
