Nonparametric inference about increasing odds rate distributions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F24%3A10253765" target="_blank" >RIV/61989100:27510/24:10253765 - isvavai.cz</a>
Result on the web
<a href="https://www.tandfonline.com/doi/full/10.1080/10485252.2023.2220050" target="_blank" >https://www.tandfonline.com/doi/full/10.1080/10485252.2023.2220050</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/10485252.2023.2220050" target="_blank" >10.1080/10485252.2023.2220050</a>
Alternative languages
Result language
angličtina
Original language name
Nonparametric inference about increasing odds rate distributions
Original language description
To improve nonparametric estimates of lifetime distributions, we propose using the increasing odds rate (IOR) model as an alternative to other popular, but more restrictive, 'adverse ageing' models, such as the increasing hazard rate one. This extends the scope of applicability of some methods for statistical inference under order restrictions, since the IOR model is compatible with heavy-tailed and bathtub distributions. We study a strongly uniformly consistent estimator of the cumulative distribution function of interest under the IOR constraint. Numerical evidence shows that this estimator often outperforms the classic empirical distribution function when the underlying model does belong to the IOR family. We also study two different tests to detect deviations from the IOR property and establish their consistency. The performance of these tests is also evaluated through simulations.
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
50202 - Applied Economics, Econometrics
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
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Nonparametric Statistics
ISSN
1048-5252
e-ISSN
1029-0311
Volume of the periodical
36
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
20
Pages from-to
435-454
UT code for WoS article
001002158400001
EID of the result in the Scopus database
2-s2.0-85160963266