Testing departures from the increasing hazard rate property
Tommaso Lando
Statistics & Probability Letters, 2023, vol. 193, issue C
Abstract:
This paper proposes a nonparametric test to detect violations of the increasing hazard rate property, based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent. The behaviour of the power function in some critical cases is evaluated through simulations.
Keywords: Failure rate; Nonparametric test; TTT transform (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002498
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DOI: 10.1016/j.spl.2022.109736
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