Abstract
We prove asymptotic normality of simple linear rank statistics when the observations have U-statistic structure. This type of statistic can be used for testing the location parameter and/or the scale parameter in a scale-location model. It is shown that the tests for the location parameter are asymptotically efficient under normality using a normal score function and are also as efficient as the t-test when the dimension of the kernel function tends to infinity and when Wilcoxon scores are used. For scaling parameters we propose a generalization of tests by Lehmann and Moses for scale effects. We describe a simulation study which shows that these new tests perform better than the ones previously used.
Original language | English (US) |
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Pages (from-to) | 123-154 |
Number of pages | 32 |
Journal | Journal of Nonparametric Statistics |
Volume | 7 |
Issue number | 2 |
DOIs | |
State | Published - 1996 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty