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Testing for monotone increasing hazard rate

Hall, Peter; Van Keilegom, Ingrid


A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on the assumption that the null distribution is exponential. Instead, empirical information is used to effectively identify and eliminate from further consideration parts of the line where the hazard rate is clearly increasing; and to confine subsequent...[Show more]

CollectionsANU Research Publications
Date published: 2005-07-21
Type: Journal article
Source: Annals of Statistics
DOI: 10.1214/009053605000000039


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