The Power And Size Of Nonparametric Tests For Common Distributional Characteristics
AbstractThis paper considers the power and size properties of some well known nonparametric linear rank tests for location and scale as well as the Kolmogorov-Smirnov omnibus test and proposed alternatives to it. Independence between some classes of linear rank tests is established facilitating their joint application. Monte Carlo study confirms the asymptotic power properties of the linear rank tests but raises concerns about their application in more general and practically relevant circumstances. It also indicates that the new omnibus tests constitute viable alternatives with superior properties to the Kolmogorov-Smirnov test in certain circumstances.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 20 (2001)
Issue (Month): 1 ()
Contact details of provider:
Web page: http://www.tandfonline.com/LECR20
Find related papers by JEL classification:
- JEL - Labor and Demographic Economics - - - - -
- Cla - Mathematical and Quantitative Methods - - - - -
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2002.
"The Properties Of Some Goodness-Of-Fit Tests,"
The Warwick Economics Research Paper Series (TWERPS)
653, University of Warwick, Department of Economics.
- Anderson, Gordon & Ge, Ying, 2005. "The size distribution of Chinese cities," Regional Science and Urban Economics, Elsevier, vol. 35(6), pages 756-776, November.
- Qi Li & Esfandiar Maasoumi & Jeffrey S. Racine, 2008.
"A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data,"
0805, Department of Economics, Emory University (Atlanta).
- Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.
- Xiang, Chong, 2007. "Diversification cones, trade costs and factor market linkages," Journal of International Economics, Elsevier, vol. 71(2), pages 448-466, April.
- Anderson, Gordon, 2004. "Toward an empirical analysis of polarization," Journal of Econometrics, Elsevier, vol. 122(1), pages 1-26, September.
- Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," Journal of Economic Inequality, Springer, vol. 6(1), pages 73-87, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.