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Tests for successive differences of quantiles

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  • Soni, Pooja
  • Dewan, Isha
  • Jain, Kanchan

Abstract

Tests based on two estimators of the quantile function are proposed for successive comparison between ordered quantiles. Limiting distribution of the test statistics under null hypothesis is studied. Simulations are carried out to find power of the tests.

Suggested Citation

  • Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2015. "Tests for successive differences of quantiles," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 1-8.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:1-8
    DOI: 10.1016/j.spl.2014.10.013
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    References listed on IDEAS

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    1. 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.
    2. Soni, Pooja & Dewan, Isha & Jain, Kanchan, 2012. "Nonparametric estimation of quantile density function," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3876-3886.
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    Cited by:

    1. Pooja Soni & Isha Dewan & Kanchan Jain, 2019. "Nonparametric tests for ordered quantiles," Statistical Papers, Springer, vol. 60(3), pages 963-981, June.
    2. Chesneau, Christophe & Dewan, Isha & Doosti, Hassan, 2016. "Nonparametric estimation of a quantile density function by wavelet methods," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 161-174.

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