A general class of quadratic rank tests for randomness versus trend is introduced and studied in this paper. Included within this class are the Cramer-von Mises two sample test, the Watson two-sample test, and their extensions to trend alternatives. Analytical study is made of the asymptotic power and efficiency of such tests in a neighborhood of the null hypothesis.
Publié le : 1975-03-14
Classification:
62.15,
62.70,
Local asymptotic power,
quadratic rank tests,
tests for trend
@article{1176343065,
author = {Beran, Rudolf},
title = {Local Asymptotic Power of Quadratic Rank Tests for Trend},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 401-412},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343065}
}
Beran, Rudolf. Local Asymptotic Power of Quadratic Rank Tests for Trend. Ann. Statist., Tome 3 (1975) no. 1, pp. 401-412. http://gdmltest.u-ga.fr/item/1176343065/