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Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study

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  • Kössler, Wolfgang

Abstract

For the two-sample location problem, two types of tests are considered, linear rank tests with various scores, but also some tests based on U-statistics. For both types adaptive tests as well as max-type tests are constructed and their asymptotic and finite power properties are investigated. It turns out that both the adaptive tests have a larger asymptotic power than the max-type tests. For small sample sizes, however, some of the max-type tests are preferable. U-statistics are convenient if extreme densities may occur.

Suggested Citation

  • Kössler, Wolfgang, 2010. "Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2053-2065, September.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:9:p:2053-2065
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    References listed on IDEAS

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    4. Schmid, Friedrich & Trede, Mark, 2003. "Simple tests for peakedness, fat tails and leptokurtosis based on quantiles," Computational Statistics & Data Analysis, Elsevier, vol. 43(1), pages 1-12, May.
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