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Nonparametric tests for ordered quantiles

Author

Listed:
  • Pooja Soni

    (Panjab University)

  • Isha Dewan

    (Indian Statistical Institute)

  • Kanchan Jain

    (Panjab University)

Abstract

In this paper, nonparametric procedures for testing equality of quantiles against an ordered alternative are proposed. These testing procedures are based on two different estimators of the quantile function available in literature. Limiting distributions of the test statistics are derived. Simulations have been carried out to check the performance of the tests.

Suggested Citation

  • Pooja Soni & Isha Dewan & Kanchan Jain, 2019. "Nonparametric tests for ordered quantiles," Statistical Papers, Springer, vol. 60(3), pages 963-981, June.
    • Handle: RePEc:spr:stpapr:v:60:y:2019:i:3:d:10.1007_s00362-016-0859-3
    DOI: 10.1007/s00362-016-0859-3
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    References listed on IDEAS

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    1. Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2015. "Tests for successive differences of quantiles," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 1-8.
    2. Siu Cheung & Ka Wu & Siok Lim, 2002. "Simultaneous prediction intervals for multiple comparisons with a standard," Statistical Papers, Springer, vol. 43(3), pages 337-347, July.
    3. Samuel Kotz & Edith Seier, 2009. "An analysis of quantile measures of kurtosis: center and tails," Statistical Papers, Springer, vol. 50(3), pages 553-568, June.
    4. Nashimoto, Kane & Wright, F.T., 2007. "Nonparametric multiple-comparison methods for simply ordered medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5068-5076, June.
    5. Gary Stevens, 1989. "A nonparametric multiple comparison test for differences in scale parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 91-106, December.
    6. M. Jones, 1992. "Estimating densities, quantiles, quantile densities and density quantiles," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(4), pages 721-727, December.
    7. P. Sankaran & N. Midhu, 2016. "Testing exponentiality using mean residual quantile function," Statistical Papers, Springer, vol. 57(1), pages 235-247, March.
    8. Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2012. "Nonparametric estimation of quantile density function," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3876-3886.
    9. Junshan Shen & Shuyuan He, 2007. "Empirical likelihood for the difference of quantiles under censorship," Statistical Papers, Springer, vol. 48(3), pages 437-457, September.
    10. Hayter, A. J. & Liu, W., 1996. "Exact calculations for the one-sided studentized range test for testing against a simple ordered alternative," Computational Statistics & Data Analysis, Elsevier, vol. 22(1), pages 17-25, June.
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    Citations

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    Cited by:

    1. Judith H. Parkinson-Schwarz & Arne C. Bathke, 2022. "Testing for equality of distributions using the concept of (niche) overlap," Statistical Papers, Springer, vol. 63(1), pages 225-242, February.

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