Nonparametric tests for ordered quantiles

被引：0
|
作者：
Pooja Soni
Isha Dewan
Kanchan Jain
机构：
[1] Panjab University,University Business School
[2] Indian Statistical Institute,Theoretical Statistics and Mathematics Unit
[3] Panjab University,Department of Statistics
来源：
Statistical Papers | 2019年 / 60卷
关键词：
Quantiles; Kernel estimator; Empirical estimator; Multiple comparison procedure; Censored data; 62N01;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, nonparametric procedures for testing equality of quantiles against an ordered alternative are proposed. These testing procedures are based on two different estimators of the quantile function available in literature. Limiting distributions of the test statistics are derived. Simulations have been carried out to check the performance of the tests.
引用
收藏
页码：963 / 981
页数：18
相关论文
共 50 条
  • [21] Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
    Jena, Sangram Keshari
    Tiwari, Aviral Kumar
    Hammoudeh, Shawkat
    Roubaud, David
    ENERGY ECONOMICS, 2019, 78 : 615 - 628
  • [22] Nonparametric estimation of quantiles for a class of stationary processes
    Chu Huang
    HanChao Wang
    ZhengYan Lin
    Science China Mathematics, 2015, 58 : 2621 - 2632
  • [23] Best exact nonparametric confidence intervals for quantiles
    Zielinski, R
    Zielinski, W
    STATISTICS, 2005, 39 (01) : 67 - 71
  • [24] SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES
    Kurisu, Daisuke
    Otsu, Taisuke
    ECONOMETRIC THEORY, 2023,
  • [25] Nonparametric kernel estimation of low flow quantiles
    Guo, SL
    Kachroo, RK
    Mngodo, RJ
    JOURNAL OF HYDROLOGY, 1996, 185 (1-4) : 335 - 348
  • [26] NONINFORMATIVE NONPARAMETRIC BAYESIAN-ESTIMATION OF QUANTILES
    MEEDEN, G
    STATISTICS & PROBABILITY LETTERS, 1993, 16 (02) : 103 - 109
  • [27] Nonparametric asymptotic confidence intervals for extreme quantiles
    Gardes, Laurent
    Maistre, Samuel
    SCANDINAVIAN JOURNAL OF STATISTICS, 2023, 50 (02) : 825 - 841
  • [28] NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
    Xu, Ke-Li
    ECONOMETRIC THEORY, 2013, 29 (04) : 673 - 698
  • [29] Nonparametric kernel estimation of low flow quantiles
    Guo, S.L.
    Kachroo, R.K.
    Mngodo, R.J.
    1996, Elsevier Science B.V., Amsterdam, Netherlands (185) : 1 - 4
  • [30] Nonparametric estimation of quantiles for a class of stationary processes
    Huang Chu
    Wang HanChao
    Lin ZhengYan
    SCIENCE CHINA-MATHEMATICS, 2015, 58 (12) : 2621 - 2632
12345