Abstract
In this paper, we develop an empirical likelihood-based test for the presence of stochastic ordering under censoring in the k-sample case. The proposed test statistic is formed by taking the supremum of localized empirical likelihood ratio test statistics. Its asymptotic null distribution has a simple representation in terms of a standard Brownian motion process. Through simulations, we show that it outperforms in terms of power existing methods for the same problem at all the distributions that we consider. A real-life example is used to illustrate the applicability of this new test.
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Acknowledgements
The author is grateful to the editor, an associate editor and two referees for their insightful comments that have substantially improved the paper. The author is particularly grateful to the associate editor for many constructive comments and for pointing out the invariance property. He also wishes to thank Hari Mukerjee for his help and Zhiliang Ying for an interesting discussion on invariant tests and for suggesting to use Lehmann alternatives. This work was supported by a PSC-CUNY Grant.
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El Barmi, H. A test for the presence of stochastic ordering under censoring: the k-sample case. Ann Inst Stat Math 72, 451–470 (2020). https://doi.org/10.1007/s10463-018-0694-5
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DOI: https://doi.org/10.1007/s10463-018-0694-5