论文标题
修改的Wilcoxon-Mann-Whitney随机支配者测试
Modified Wilcoxon-Mann-Whitney tests of stochastic dominance
论文作者
论文摘要
鉴于来自两个单变量分布的独立样本，单方面的Wilcoxon-Mann-Whitney统计数据可用于进行基于等级的随机优势测试。我们通过证明可以使用引导程序来在匹配的对采样框架中进行有效推断，从而扩大了此类测试的适用性范围，从而可以在两个样本之间依赖于匹配的采样框架。此外，我们表明，结合了接触集的隐式估计的修改后的引导程序可用于提高功率。数值模拟表明，使用修改后的引导程序的测试有效地控制了无效的排斥率，并且比Donald-HSU测试的测试可以提供或多或少的功率。在建立结果的过程中，我们获得了与经验条例优势曲线的较弱近似，使其人口密度以零或以任意速率为零的无穷大。
Given independent samples from two univariate distributions, one-sided Wilcoxon-Mann-Whitney statistics may be used to conduct rank-based tests of stochastic dominance. We broaden the scope of applicability of such tests by showing that the bootstrap may be used to conduct valid inference in a matched pairs sampling framework permitting dependence between the two samples. Further, we show that a modified bootstrap incorporating an implicit estimate of a contact set may be used to improve power. Numerical simulations indicate that our test using the modified bootstrap effectively controls the null rejection rates and can deliver more or less power than that of the Donald-Hsu test. In the course of establishing our results we obtain a weak approximation to the empirical ordinance dominance curve permitting its population density to diverge to infinity at zero or one at arbitrary rates.
