We present two new tests for stochastic ordering in a standard two-sample scheme. We approach the problem via its reparametrization in terms of Fourier coefficients in some corresponding system of functions and combining the resulting empirical Fourier coefficients. The empirical Fourier...

Assume that we have two populations (X <Subscript>1</Subscript>,Y <Subscript>1</Subscript>) and (X <Subscript>2</Subscript>,Y <Subscript>2</Subscript>) satisfying two general nonparametric regression models Y <Subscript> j </Subscript>=m <Subscript> j </Subscript>(X <Subscript> j </Subscript>)+ε <Subscript> j </Subscript>, j=1,2, where m(⋅) is a smooth location function, ε <Subscript> j </Subscript> has zero location and the response Y <Subscript> j </Subscript> is possibly right-censored. In this paper, we propose...</subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript></subscript>

In this paper we study the strong and weak convergence with rates for the estimators of the conditional distribution function as well as conditional cumulative hazard rate function for a left truncated and right censored model. It is assumed that the lifetime observations with multivariate...

The usual coefficients of tail dependence are based on exceedances of high values. These extremal events are useful and widely used in literature but an adverse situation may also occur with the upcrossing of a high level. In this context we define upcrossings-tail dependence coefficients and...