Multisample tests for scale based on kernel density estimation

Takamasa Mizushima

Statistics & Probability Letters, 2000, vol. 49, issue 1, 81-91

Abstract: We propose test statistics based on kernel density estimation for testing the equality of scale parameters. The statistics are compared with other statistics with respect to the asymptotic relative efficiency. The statistics are more efficient than the c-sample analogs of the two-sample Mood test and the two-sample Ansari-Bradley test for the normal distribution and the Cauchy distribution. We also give a comparison of Type I error and power by simulation.

Keywords: Multisample; tests; for; scale; Kernel; density; estimation; U-statistics (search for similar items in EconPapers)
Date: 2000
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