Testing departures from the increasing hazard rate property

This paper proposes a nonparametric test to detect violations of the increasing hazard rate property, based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent. The behaviour of the power function in some critical cases is evaluated through simulations.(c) 2022 Elsevier B.V. All rights reserved.

Automated summary

This paper proposes a nonparametric test for detecting violations of the increasing hazard rate property, which is based on the distance between the empirical distribution function and a shape-constrained estimator. The test is consistent, and the power function is evaluated through simulations in critical cases.