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Some asymptotic properties of a progressively censored nonparametric test for multiple regression

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  • Delong, David M.

Abstract

The large sample null distribution of a progressively censored nonparametric test for multiple regression proposed by Majumdar and Sen is computed. Also the asymptotic nonnull distribution for the test based on Savage scores is computed for local alternatives when the underlying distribution is exponential. The power of this test is compared with the power of the corresponding fixed sample tests. The stopping properties are also investigated. A short table of critical values is included.

Suggested Citation

  • Delong, David M., 1980. "Some asymptotic properties of a progressively censored nonparametric test for multiple regression," Journal of Multivariate Analysis, Elsevier, vol. 10(3), pages 363-370, September.
    • Handle: RePEc:eee:jmvana:v:10:y:1980:i:3:p:363-370
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