An Adaptive Test for the Two-Sample Scale Problem Based onU-Statistics
Autor: | Wolfgang Kössler, Narinder Kumar |
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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 |
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