A two sample nonparametric test for variability via empirical likelihood methods

Lisa Parveen (), Ruhul Ali Khan () and Murari Mitra ()
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Lisa Parveen: Indian Institute of Engineering Science and Technology, Shibpur
Ruhul Ali Khan: University of Arizona
Murari Mitra: Indian Institute of Engineering Science and Technology, Shibpur

Statistical Papers, 2024, vol. 65, issue 7, No 9, 4243-4265

Abstract: Abstract Comparison of variability or dispersion of two distributions is the major focus of this work. To this end, we consider a two sample testing problem for detecting dominance in dispersive order and develop a test based on U-statistic approach. We also explore a link between the two measures of variability, viz. dispersive order and Gini’s mean difference (GMD). We exploit methodologies based on jackknife empirical likelihood (JEL) and adjusted JEL in order to overcome certain practical difficulties. The performance of the proposed test is assessed by means of a simulation study. Finally, we apply our test in the context of several real life situations including medical studies and insurance data.

Keywords: Dispersive order; GMD; U-statistics; Jackknife empirical likelihood; 62G10; 62G20 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00362-024-01555-z

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