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Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study

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  • Kössler, Wolfgang
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    Abstract

    For the two-sample location problem, two types of tests are considered, linear rank tests with various scores, but also some tests based on U-statistics. For both types adaptive tests as well as max-type tests are constructed and their asymptotic and finite power properties are investigated. It turns out that both the adaptive tests have a larger asymptotic power than the max-type tests. For small sample sizes, however, some of the max-type tests are preferable. U-statistics are convenient if extreme densities may occur.

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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 54 (2010)
    Issue (Month): 9 (September)
    Pages: 2053-2065

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    Handle: RePEc:eee:csdana:v:54:y:2010:i:9:p:2053-2065

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    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Adaptive tests U-statistics Max-type tests Linear rank tests Asymptotic power;

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