Asymptotic expansions are established for the power of distribution-free tests in the two-sample problem. These expansions are then used to obtain deficiencies in the sense of Hodges and Lehmann for distribution-free tests with respect to their parametric competitors and for the estimators of shift associated with these tests.
Publié le : 1978-09-14
Classification:
Distributionfree tests,
linear rank tests,
permutation test,
Hodges-Lehmann estimators,
power,
contiguous alternatives,
asymptotic expansions,
Edgeworth expansions,
deficiency,
rejective sampling,
sampling without replacement,
62G10,
62G20,
60F05
@article{1176344305,
author = {Bickel, P. J. and van Zwet, W. R.},
title = {Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 937-1004},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344305}
}
Bickel, P. J.; van Zwet, W. R. Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem. Ann. Statist., Tome 6 (1978) no. 1, pp. 937-1004. http://gdmltest.u-ga.fr/item/1176344305/