Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study
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.
If 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.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.
- Beier, F. & Buning, H., 1997. "An adaptive test against ordered alternatives," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 441-452, September.
- Neuhauser, Markus & Hothorn, Ludwig A., 1999. "An exact Cochran-Armitage test for trend when dose-response shapes are a priori unknown," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 403-412, June.
- John, Majnu & Priebe, Carey E., 2007. "A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4337-4353, May.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:54:y:2010:i:9:p:2053-2065. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.