Refine
Document Type
- Article (17)
- Conference Proceeding (1)
- Habilitation (1)
Language
- English (19) (remove)
Keywords
- Paired sample (3)
- Empirical process (2)
- Goodness-of-fit test (2)
- Incomplete data (2)
- Independence test (2)
- Parametric bootstrap (2)
- likelihood ratio test (2)
- not identically distributed (2)
- Asymptotic relative efficiency (1)
- Bootstrap (1)
- Bootstrapping (1)
- Brownian Pillow (1)
- Categorial variable (1)
- Collective risk model (1)
- Concomitant (1)
- Coverage probability (1)
- Cramér-von-Mises statistic (1)
- Cramér-von-Mises test (1)
- Crámer–von-Mises distance (1)
- Equivalence test (1)
On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.