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testing stochastically increasing by non-parametric kernel method
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نویسنده
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amini-seresht e
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منبع
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نهمين سمينار تخصصي نظريه قابليت اعتماد و كاربردهاي آن - 1402 - دوره : 9 - نهمین سمینار تخصصی نظریه قابلیت اعتماد و کاربردهای آن - کد همایش: 02230-88776 - صفحه:0 -0
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چکیده
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This paper, investigates the problem of testing that non-negative random variables x and y are independent against the alternative that y stochastically increasing (si) in x. two new statistical tests, based on the kernel density estimator, are proposed. their limiting distributions are derived. the finite-sample performance of the proposed tests in comparison with various alternative tests, is studied
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کلیدواژه
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stochastically increasing ,kernel estimation ,empirical processes ,wiener process ,brownian bridge process ,copula function
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آدرس
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, iran
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پست الکترونیکی
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e.amini@basu.ac.ir
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Authors
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