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Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation

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  • Bagkavos, Dimitrios
  • Patil, Prakash N.

Abstract

This note extends the applicability of the Wilcoxon signed rank test to data from asymmetric densities. The operational characteristics and asymptotic properties of the process are discussed in detail. Additionally, a real data example highlights the benefits gained in practice.

Suggested Citation

  • Bagkavos, Dimitrios & Patil, Prakash N., 2021. "Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation," Statistics & Probability Letters, Elsevier, vol. 171(C).
    • Handle: RePEc:eee:stapro:v:171:y:2021:i:c:s0167715220303291
    DOI: 10.1016/j.spl.2020.109026
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    References listed on IDEAS

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    1. M. C. Jones & Arthur Pewsey, 2009. "Sinh-arcsinh distributions," Biometrika, Biometrika Trust, vol. 96(4), pages 761-780.
    2. Yoshihiko Maesono & Taku Moriyama & Mengxin Lu, 2018. "Smoothed nonparametric tests and approximations of p-values," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(5), pages 969-982, October.
    3. Bernard Rosner & Robert J. Glynn & Mei-Ling T. Lee, 2006. "The Wilcoxon Signed Rank Test for Paired Comparisons of Clustered Data," Biometrics, The International Biometric Society, vol. 62(1), pages 185-192, March.
    4. Nordhausen, Klaus & Oja, Hannu & Paindaveine, Davy, 2009. "Signed-rank tests for location in the symmetric independent component model," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 821-834, May.
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