A0454
Title: Stochastic monotonicity of statistical functionals with testing application
Authors: Paulo Oliveira - CWT - Turistrader - Sociedade de Desenvolvimento Turistico, Lda (Portugal) [presenting]
idir Arab - Univeristy of Coimbra (Portugal)
Tommaso Lando - University of Bergamo (Italy)
Abstract: A general family of stochastic orders encompassing quite a few common ordering notions is introduced. This notion is used to derive stochastic monotonicity relations for adequate families of statistical functionals, including several popular measures such as generalized entropy or Gini indices. Moreover, this approach also reveals to be useful for deriving finite sample properties of nonparametric goodness-of-fit tests.
