IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v49y2000i1p1-7.html
   My bibliography  Save this article

An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality

Author

Listed:
  • Guo, Jiin-Huarng
  • Luh, Wei-Ming

Abstract

As various transformation methods are unsatisfactory to control Type-I error rate under heterogeneity and nonnormality for the two-sample case, an invertible transformation trimmed t-statistic is proposed, and the confidence interval is derived. Simulation results and experimental data are also presented.

Suggested Citation

  • Guo, Jiin-Huarng & Luh, Wei-Ming, 2000. "An invertible transformation two-sample trimmed t-statistic under heterogeneity and nonnormality," Statistics & Probability Letters, Elsevier, vol. 49(1), pages 1-7, August.
    • Handle: RePEc:eee:stapro:v:49:y:2000:i:1:p:1-7
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00022-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Oosterhoff, J., 1994. "Trimmed mean or sample median?," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 401-409, August.
    2. Rand Wilcox, 1994. "A one-way random effects model for trimmed means," Psychometrika, Springer;The Psychometric Society, vol. 59(3), pages 289-306, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tobi Kingsley Ochuko & Suhaida Abdullah & Zakiyah Binti Zain & Sharipah Syed Soaad Yahaya, 2015. "Modifying and Evaluating the Alexander-Govern Test Using Real Data," Modern Applied Science, Canadian Center of Science and Education, vol. 9(12), pages 1-1, November.
    2. Lahiri, Kajal & Peng, Huaming & Zhao, Yongchen, 2015. "Testing the value of probability forecasts for calibrated combining," International Journal of Forecasting, Elsevier, vol. 31(1), pages 113-129.
    3. Marazzi, A., 2002. "Bootstrap tests for robust means of asymmetric distributions with unequal shapes," Computational Statistics & Data Analysis, Elsevier, vol. 39(4), pages 503-528, June.
    4. Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019. "Hedge fund activism, voice, and value creation," MPRA Paper 92576, University Library of Munich, Germany.
    5. James Reed, 2005. "Contributions to two-sample statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(1), pages 37-44.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mudholkar, Govind S. & Hutson, Alan D., 1997. "Asymmetric quasimedians: Remarks on an anomaly," Statistics & Probability Letters, Elsevier, vol. 32(3), pages 261-268, March.
    2. Löw, Philipp & Osterburg, Bernhard, 2024. "Evaluation of nitrogen balances and nitrogen use efficiencies on farm level of the German agricultural sector," Agricultural Systems, Elsevier, vol. 213(C).
    3. Khachapon Nimdet & Nathorn Chaiyakunapruk & Kittaya Vichansavakul & Surachat Ngorsuraches, 2015. "A Systematic Review of Studies Eliciting Willingness-to-Pay per Quality-Adjusted Life Year: Does It Justify CE Threshold?," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-16, April.
    4. Luis J. Álvarez & María de los Llanos Matea, 1999. "Underlying Inflation Measures in Spain," Working Papers 9911, Banco de España.
    5. H. Keselman & Rhonda Kowalchuk & Lisa Lix, 1998. "Robust nonorthogonal analyses revisited: An update based on trimmed means," Psychometrika, Springer;The Psychometric Society, vol. 63(2), pages 145-163, June.
    6. Hawkins, Douglas M. & Olive, David, 1999. "Applications and algorithms for least trimmed sum of absolute deviations regression," Computational Statistics & Data Analysis, Elsevier, vol. 32(2), pages 119-134, December.
    7. Luc Aucremanne, 2000. "The use of robust estimators as measures of core inflation," Working Paper Research 02, National Bank of Belgium.
    8. Duden, C. & Offermann, F., 2019. "Farmers' risk exposition and its drivers," 171st Seminar, September 5-6, 2019, Zürich, Switzerland 333722, European Association of Agricultural Economists.
    9. Huang, J. S., 1999. "Third-order expansion of mean squared error of medians," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 185-192, April.
    10. Croux, Christophe, 1998. "Limit behavior of the empirical influence function of the median," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 331-340, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:49:y:2000:i:1:p:1-7. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.