IDEAS home Printed from https://ideas.repec.org/p/crt/wpaper/2601.html

Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data

Author

Listed:
  • Abid Hussain
  • Michail Tsagris

Abstract

Detecting simultaneous shifts in location and scale between two populations is a common challenge in statistical inference, particularly in fields like biomedicine where right-skewed data distributions are prevalent. The classical Lepage test, which combines the Wilcoxon-Mann-Whitney and Ansari-Bradley tests, can be suboptimal under these conditions due to its restrictive assumptions of equal variances and medians. This study systematically evaluates enhanced Lepage-type test statistics that incorporate modern robust components for improved performance with right-skewed data. We combine the Fligner-Policello test and Fong-Huang variance estimator for the location component with a novel empirical variance estimator for the Ansari-Bradley scale component, relaxing assumptions of equal variances and medians. Extensive Monte Carlo simulations across exponential, gamma, chi-square, lognormal, and Weibull distributions demonstrate that tests incorporating both robust components achieve power

Suggested Citation

  • Abid Hussain & Michail Tsagris, 2026. "Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data," Working Papers 2601, University of Crete, Department of Economics.
    • Handle: RePEc:crt:wpaper:2601
    as

    Download full text from publisher

    File URL: https://economics.soc.uoc.gr/wpa/docs/2601.pdf
    File Function: First version
    Download Restriction: No
    ---><---

    References listed on IDEAS

    as
    1. Marco Marozzi, 2009. "Some notes on the location–scale Cucconi test," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 629-647.
    2. Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
    3. Amitava Mukherjee & Marco Marozzi, 2019. "A class of percentile modified Lepage-type tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 657-689, August.
    4. Youyi Fong & Ying Huang, 2019. "Modified Wilcoxon–Mann–Whitney Test and Power Against Strong Null," The American Statistician, Taylor & Francis Journals, vol. 73(1), pages 43-49, January.
    Full references (including those not matched with items on IDEAS)

    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. Nowak, Piotr Bolesław, 2016. "The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 49-54.
    2. Wosnitza, Jan Henrik, 2022. "Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default," Discussion Papers 04/2022, Deutsche Bundesbank.
    3. Dirk Tasche, 2009. "Estimating discriminatory power and PD curves when the number of defaults is small," Papers 0905.3928, arXiv.org, revised Mar 2010.
    4. Karim, Md Aktar Ul & Bhagat, Supriya Ramdas & Bhowmick, Amiya Ranjan, 2022. "Empirical detection of parameter variation in growth curve models using interval specific estimators," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    5. repec:isu:genstf:2008010108000016857 is not listed on IDEAS
    6. Zhang, Ruijing & Dai, Hongzhe, 2022. "A non-Gaussian stochastic model from limited observations using polynomial chaos and fractional moments," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
    7. Song, Zhi & Mukherjee, Amitava & Zhang, Jiujun, 2021. "Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment," European Journal of Operational Research, Elsevier, vol. 289(1), pages 177-196.
    8. Camilo Alberto Cárdenas-Hurtado & Aaron Levi Garavito-Acosta & Jorge Hernán Toro-Córdoba, 2018. "Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case," Borradores de Economia 1043, Banco de la Republica de Colombia.
    9. Anastasiou, Andreas, 2017. "Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 171-181.
    10. Charlotte Micheloud & Fadoua Balabdaoui & Leonhard Held, 2023. "Assessing replicability with the sceptical p$$ p $$‐value: Type‐I error control and sample size planning," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(4), pages 573-591, November.
    11. Lanqing Hong & Zhi-Sheng Ye & Ran Ling, 2018. "Environmental Risk Assessment of Emerging Contaminants Using Degradation Data," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 390-409, September.
    12. Liu, Baisen & Xu, Lin & Zheng, Shurong & Tian, Guo-Liang, 2014. "A new test for the proportionality of two large-dimensional covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 293-308.
    13. Evelina Di Corso & Tania Cerquitelli & Daniele Apiletti, 2018. "METATECH: METeorological Data Analysis for Thermal Energy CHaracterization by Means of Self-Learning Transparent Models," Energies, MDPI, vol. 11(6), pages 1-24, May.
    14. Silva, Ivair R., 2017. "Confidence intervals through sequential Monte Carlo," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 112-124.
    15. Jos'e Luis Montiel Olea & Chen Qiu & Jorg Stoye, 2023. "Decision Theory for Treatment Choice Problems with Partial Identification," Papers 2312.17623, arXiv.org, revised Jun 2025.
    16. Denter, Philipp & Sisak, Dana, 2015. "Do polls create momentum in political competition?," Journal of Public Economics, Elsevier, vol. 130(C), pages 1-14.
    17. Salgado Alfredo, 2018. "Incomplete Information and Costly Signaling in College Admissions," Working Papers 2018-23, Banco de México.
    18. Albrecht, James & Anderson, Axel & Vroman, Susan, 2010. "Search by committee," Journal of Economic Theory, Elsevier, vol. 145(4), pages 1386-1407, July.
    19. Stegeman, Alwin, 2016. "A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 189-203.
    20. Montebruno, Piero & Bennett, Robert J. & van Lieshout, Carry & Smith, Harry, 2019. "A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 858-875.
    21. Mauricio Romero & Ã lvaro Riascos & Diego Jara, 2015. "On the Optimality of Answer-Copying Indices," Journal of Educational and Behavioral Statistics, , vol. 40(5), pages 435-453, October.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;

    JEL classification:

    • 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
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    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:crt:wpaper:2601. 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: Kostis Pigounakis (email available below). General contact details of provider: https://edirc.repec.org/data/deuchgr.html .

    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.