Transform orders and stochastic monotonicity of statistical functionals

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Transform orders and stochastic monotonicity of statistical functionals

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Transform orders and stochastic monotonicity of statistical functionals

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50200 - Economics and Business

Projekt

<a href="/cs/project/GA20-16764S" target="_blank" >GA20-16764S: Zobecněný přístup ke stochastické dominanci: teorie a finanční aplikace</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2023

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Scandinavian Journal of Statistics

ISSN

0303-6898

e-ISSN

1467-9469

Svazek periodika

50

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

18

Strana od-do

1183-1200

Kód UT WoS článku

000912715100001

EID výsledku v databázi Scopus

2-s2.0-85144754038