Maximal asymptotic power and efficiency of two-sample tests based on generalized U-Statistics

Dietmar Ferger

Metrika: International Journal for Theoretical and Applied Statistics, 2004, vol. 60, issue 1, 33-57

Abstract: In this article a systematic study is given of the asymptotic behavior of two-sample tests based on U-Statistics with arbitrary antisymmetric kernels ψ. Besides the investigation under the hypothesis and under fixed alternatives we determine the local power as a function of ψ as well as its maximizing value ψ opt . Moreover formulas for the asymptotic relative efficiency ARE(ψ 2 ,ψ 1 ) of the ψ 2 -test with respect to the ψ 1 -test are derived. It turns out that ψ opt also yields the most efficient test in the sense that ARE(ψ opt ,ψ)≤1 for all (admissible) kernels ψ. Copyright Springer-Verlag 2004

Keywords: Two-sample U-Statistics; Maximal local power; Optimal asymptotic relative efficiency; Statistical functionals (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s001840300295 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:60:y:2004:i:1:p:33-57

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s001840300295

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().