Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data

Abid Hussain and Michail Tsagris ()

No 2601, Working Papers from University of Crete, Department of Economics

Abstract: Detecting simultaneous shifts in location and scale between two populations is a common challenge in statistical inference, particularly in fields like biomedicine where right-skewed data distributions are prevalent. The classical Lepage test, which combines the Wilcoxon-Mann-Whitney and Ansari-Bradley tests, can be suboptimal under these conditions due to its restrictive assumptions of equal variances and medians. This study systematically evaluates enhanced Lepage-type test statistics that incorporate modern robust components for improved performance with right-skewed data. We combine the Fligner-Policello test and Fong-Huang variance estimator for the location component with a novel empirical variance estimator for the Ansari-Bradley scale component, relaxing assumptions of equal variances and medians. Extensive Monte Carlo simulations across exponential, gamma, chi-square, lognormal, and Weibull distributions demonstrate that tests incorporating both robust components achieve power

Keywords: Fligner-Policello test; Fong-Huang estimator; Lepage-type statistics; location-scale model; robust inference; right-skewed data; variance estimation (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2026-03-07
New Economics Papers: this item is included in nep-ecm
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