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The multisample Cucconi test

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  • Marco Marozzi

Abstract

The multisample version of the Cucconi rank test for the two-sample location-scale problem is proposed. Even though little known, the Cucconi test is of interest for several reasons. The test is compared with some Lepage-type tests. It is shown that the multisample Cucconi test is slightly more powerful than the multisample Lepage test. Moreover, its test statistic can be computed analytically whereas several others cannot. A practical application example in experimental nutrition is presented. An R function to perform the multisample Cucconi test is given. Copyright Springer-Verlag Berlin Heidelberg 2014

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  • Marco Marozzi, 2014. "The multisample Cucconi test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 209-227, June.
    • Handle: RePEc:spr:stmapp:v:23:y:2014:i:2:p:209-227
    DOI: 10.1007/s10260-014-0255-x
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    References listed on IDEAS

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    1. Antonia Castaño-Martínez & Fernando López-Blázquez, 2005. "Distribution of a sum of weighted noncentral chi-square variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 397-415, December.
    2. Lunde A. & Timmermann A., 2004. "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 253-273, July.
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    4. Murakami, Hidetoshi, 2007. "Lepage type statistic based on the modified Baumgartner statistic," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5061-5067, June.
    5. Marco Marozzi, 2009. "Some notes on the location–scale Cucconi test," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 629-647.
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    Cited by:

    1. Hidetoshi Murakami, 2016. "All-pairs multiple comparisons based on the Cucconi test," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 355-368, July.
    2. Amitava Mukherjee & Marco Marozzi, 2019. "A class of percentile modified Lepage-type tests," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(6), pages 657-689, August.
    3. Takuya Nishino & Hidetoshi Murakami, 2019. "The Cucconi statistic for Type-I censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(8), pages 903-929, November.
    4. Serguei Rouzinov & André Berchtold, 2022. "Regression-Based Approach to Test Missing Data Mechanisms," Data, MDPI, vol. 7(2), pages 1-28, January.
    5. Mukherjee, Amitava & Sen, Rudra, 2018. "Optimal design of Shewhart–Lepage type schemes and its application in monitoring service quality," European Journal of Operational Research, Elsevier, vol. 266(1), pages 147-167.
    6. Hidetoshi Murakami, 2016. "A moment generating function of a combination of linear rank tests and its asymptotic efficiency," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 674-691, December.

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