出版社：Suntory Toyota International Centre for Economics and Related Disciplines
摘要：We propose a test of the hypothesis of stochastic monotonicity. This hypothesis is of interest in many applications. Our test is based on the supremum of a rescaled U-statistic. We show that its asymptotic distribution is Gumbel. The proof is difficult because the approximating Gaussian stochastic process contains both a stationary and a nonstationary part and so we have to extend existing results that only apply to either one or the other case.
关键词：Distribution function; Extreme Value Theory; Gaussian Process; Monotonicity.
