An Adaptive Test for the Two-Sample Scale Problem Based onU-Statistics

Autor: Wolfgang Kössler, Narinder Kumar
Rok vydání: 2010
Předmět:
Zdroj: Communications in Statistics - Simulation and Computation. 39:1785-1802
ISSN: 1532-4141
0361-0918
Popis: For the two-sample location problem with continuous data we consider a general class of tests, all members of it are based on U-statistics. The asymptotic efficacies are investigated in detail. We construct an adaptive test where all statistics involved are suitably chosen U-statistics. It is shown that the proposed adaptive test has good asymptotic and finite sample power properties.
Databáze: OpenAIRE