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Rank tests in regression model based on minimum distance estimates

Radim Navrátil (2015)

Kybernetika

In this paper a new rank test in a linear regression model is introduced. The test statistic is based on a certain minimum distance estimator, however, unlike classical rank tests in regression it is not a simple linear rank statistic. Its exact distribution under the null hypothesis is derived, and further, the asymptotic distribution both under the null hypothesis and the local alternative is investigated. It is shown that the proposed test is applicable in measurement error models. Finally, a...

Rank tests of symmetry and R-estimation of location parameter under measurement errors

Radim Navrátil (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

This paper deals with the hypotheses of symmetry of distributions with respect to a location parameter when the response variables are subject to measurement errors. Rank tests of hypotheses about the location parameter and the related R-estimators are studied in an asymptotic set up. It is shown, when and under what conditions, these rank tests and R-estimators can be used effectively, and the effect of measurement errors on the power of the test and on the efficiency of the R-estimators is indicated....

Second order asymptotic distribution of the R φ -divergence goodness-of-fit statistics

María Del Carmen Pardo (2000)

Kybernetika

The distribution of each member of the family of statistics based on the R φ -divergence for testing goodness-of-fit is a chi-squared to o ( 1 ) (Pardo [pard96]). In this paper a closer approximation to the exact distribution is obtained by extracting the φ -dependent second order component from the o ( 1 ) term.

Sign and Wilcoxon tests for quadratic versus cubic regression.

A. P. Gore, K. S. Madhava Rao (1984)

Trabajos de Estadística e Investigación Operativa

In this paper sign and Wilcoxon tests for testing the null hypothesis of quadratic regression versus the alternative, cubic regression are proposed. It is shown that in the case of a simple design consisting of multiple Y observations at each of the four levels of x, the proposed tests perform reasonably well as compared to their parametric competitors, while in the case of a general design consisting of a large number of levels of x, the loss in Pitman efficiency is considerable. However their...

Simple random walk and rank order statistics

Igor Očka (1977)

Aplikace matematiky

The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.

Simultaneous rank test procedures

Marie Hušková (1980)

Aplikace matematiky

Simultaneous rank test procedures are proposed for testing of randomness concerning some marginals. The considered test procedures are analogous to those introduced by Krishnaiah for classical normal theory (see Krishnaiah (1965) Ann. Inst. Statist. Math. 17, 35-53).

Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations

Marija Cuparić, Bojana Milošević, Yakov Yu. Nikitin, Marko Obradović (2020)

Applications of Mathematics

We present new goodness-of-fit tests for the exponential distribution based on equidistribution type characterizations. For the construction of the test statistics, we employ an L 2 -distance between the corresponding V-empirical distribution functions. The resulting test statistics are V-statistics, free of the scale parameter. The quality of the tests is assessed through local Bahadur efficiencies as well as the empirical power for small and moderate sample sizes. According to both criteria, for...

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