Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study

Wolfgang Kössler

Computational Statistics & Data Analysis, 2010, vol. 54, issue 9, 2053-2065

Abstract: For the two-sample location problem, two types of tests are considered, linear rank tests with various scores, but also some tests based on U-statistics. For both types adaptive tests as well as max-type tests are constructed and their asymptotic and finite power properties are investigated. It turns out that both the adaptive tests have a larger asymptotic power than the max-type tests. For small sample sizes, however, some of the max-type tests are preferable. U-statistics are convenient if extreme densities may occur.

Keywords: Adaptive; tests; U-statistics; Max-type; tests; Linear; rank; tests; Asymptotic; power (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:9:p:2053-2065

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