A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression
Puri, M. L. ; Sen, P. K.
Ann. Statist., Tome 1 (1973) no. 2, p. 553-556 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The purpose of this note is to show that asymptotically distribution-free (ADF) rank tests proposed by Koul [Ann. Math. Statist. 41 (1970), 1273-1281] for testing subhypotheses in multiple linear regression when based on symmetric scores are asymptotically totally inefficient and can even be inconsistent for symmetric parent distributions. Also, the condition given in his Theorem 2.4 for a test to be ADF is not necessary.
Publié le : 1973-05-14
Classification:  
@article{1176342423,
     author = {Puri, M. L. and Sen, P. K.},
     title = {A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 553-556},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342423}
}

Puri, M. L.; Sen, P. K. A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression. Ann. Statist., Tome 1 (1973) no. 2, pp.  553-556. http://gdmltest.u-ga.fr/item/1176342423/