An adaptive test for the two-sample scale problem where the common quantile may be different from the median

Q Mathematics Statistical Methodology Pub Date : 2016-03-01 DOI:10.1016/j.stamet.2015.08.001

W. Kössler , Narinder Kumar

引用次数: 6

Abstract

In the usual two-sample scale problem it is assumed that the two populations have a common median. We consider the case where the common quantile may be other than a half. We investigate a quite general class, all members are based on $U$ -statistics where the minima and maxima of subsamples of various sizes are used. The asymptotic efficacies are investigated in detail. We construct an adaptive test where all statistics involved are suitably chosen. It is shown that the proposed adaptive test has good asymptotic and finite power properties.

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对两样本规模问题的自适应检验，其中公共分位数可能与中位数不同

在通常的双样本尺度问题中，假设两个总体有一个共同的中位数。我们考虑公共分位数可能不是二分之一的情况。我们研究了一个相当一般的类，所有成员都基于u统计量，其中使用了各种大小的子样本的最小值和最大值。详细研究了其渐近效应。我们构建了一个适应性测试，其中所有涉及的统计量都是适当选择的。结果表明，所提出的自适应检验具有良好的渐近性和有限幂性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

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0.00%

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期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.

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