A class of k-sample distribution-free tests for location against ordered alternatives. Issue 5 (4th March 2017)

• Record Type: Journal Article
• Authors: Gaur, Anil
• Is Part Of: Communications in statistics. Volume 46:Issue 5(2017)
• Page Start: 2343
• Page End: 2353
• Publication Date: 2017-03-04
• Subjects: k-Sample problem -- Distribution-free -- Asymptotic relative efficiency -- Heavy-tailed distributions -- Long-tailed distributions.; 62G10; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1041986
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: This paper introduces a new class of distribution-free tests for testing the homogeneity of several location parameters against ordered alternatives. The proposed class of test statistics is based on a linear combination of two-sample U -statistics based on subsample extremes. The mean and variance of the test statistic are obtained under the null hypothesis as well as under the sequence of local alternatives. The optimal weights are also determined. It is shown via Pitman ARE comparisons that the proposed class of test statistics performs better than its competitor tests in case of heavy-tailed and long-tailed distributions