Rank tests for scale: Hájek's influence and recent developments
Hermann Witting (1995)
Kybernetika
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Hermann Witting (1995)
Kybernetika
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P. Bajorski (1991)
Applicationes Mathematicae
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Jana Jurečková (1995)
Kybernetika
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McDougall, Michelle K., Rayner, Glen D. (2004)
Journal of Applied Mathematics and Decision Sciences
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C.H. Lin, Shashikala Sukhatme (1993)
Metrika
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Konrad Behnen (1983)
Acta Universitatis Carolinae. Mathematica et Physica
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Radim Navrátil (2015)
Kybernetika
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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....