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A new class of distribution-free tests for testing ordered location parameters based on sub-samples

Anil Gaur

Statistics & Probability Letters, 2014, vol. 90, issue C, 53-59

Abstract: A new class of distribution-free tests for the k-sample location problem based on the linear combination of two-sample U-statistics proposed by Ozturk (2001) is proposed. Asymptotic distribution of the test statistic is obtained and the optimal weights are also determined. AREs of the proposed class of tests relative to some of the existing tests are computed for a number of underlying distributions. It is shown that the proposed class of tests performs as good as or better than its competitors in the literature.

Keywords: U-statistics; k-sample problem; Distribution-free; Sub-sample; Asymptotic relative efficiency (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.03.011

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