Transform orders and stochastic monotonicity of statistical functionals
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F23%3A10253597" target="_blank" >RIV/61989100:27510/23:10253597 - isvavai.cz</a>
Result on the web
<a href="https://onlinelibrary.wiley.com/doi/10.1111/sjos.12629" target="_blank" >https://onlinelibrary.wiley.com/doi/10.1111/sjos.12629</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1111/sjos.12629" target="_blank" >10.1111/sjos.12629</a>
Alternative languages
Result language
angličtina
Original language name
Transform orders and stochastic monotonicity of statistical functionals
Original language description
In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such a behavior in terms of the usual stochastic order. For this purpose, we introduce a generalized family of stochastic orders, which is referred to as transform orders, showing that it provides a flexible framework for deriving stochastic monotonicity results. Given that our general definition makes it possible to obtain some well known ordering relations as particular cases, we can easily apply our method to different families of functionals. These include some prominent inequality measures, such as the generalized entropy, the Gini index, and its generalizations. We also illustrate the applicability of our approach by determining the least favorable distribution, and the behavior of some bootstrap statistics, in some goodness-of-fit testing procedures.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50200 - Economics and Business
Result continuities
Project
<a href="/en/project/GA20-16764S" target="_blank" >GA20-16764S: A generalized approach to stochastic dominance: theory and financial applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Scandinavian Journal of Statistics
ISSN
0303-6898
e-ISSN
1467-9469
Volume of the periodical
50
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
18
Pages from-to
1183-1200
UT code for WoS article
000912715100001
EID of the result in the Scopus database
2-s2.0-85144754038