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Kössler, Wolfgang [Author]; Kumar, Narinder [Author]

An adaptive test for the two-sample location problem based on U-statistics

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  • Media type: E-Book
  • Title: An adaptive test for the two-sample location problem based on U-statistics
  • Contributor: Kössler, Wolfgang [Author]; Kumar, Narinder [Author]
  • Published: Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Informatik, 2006-01-01
  • Language: English
  • DOI: https://doi.org/10.18452/2464
  • ISSN: 0863-095X
  • Keywords: Wilcoxon-Mann-Whitney test ; asymptotic efficacy ; simulation study ; skewness ; asymptotic power ; tailweight ; Datenverarbeitung ; 28 Informatik
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  • Description: For the two-sample location problem we consider a general class of tests, all members of it are based on U-statistics. The asymptotic efficicacies are investigated in detail. We construct an adaptive test where all statistics involved are suitably chosen U-statistics. It is shown the adaptive test proposed has good asymptotic and finite power properties.
  • Access State: Open Access
  • Rights information: In Copyright