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Ebrahim Amini-Seresht

Ebrahim Amini-Seresht

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId: 56563082200
HIndex:
Faculty: Faculty of Science
Address:
Phone:

Research

Title
Testing Stochastically Increasing by Non-parametric Kernel ‎Method‎
Type
Presentation
Keywords
Stochastically increasing; Kernel estimation; Empirical processes; Wiener process; Brownian ‎b‎ridge ‎process;‎ ‎Copula function‎.
Year
2023
Researchers Ebrahim Amini-Seresht

Abstract

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.