Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation
Albers, W.
Ann. Statist., Tome 7 (1979) no. 1, p. 944-954 / Harvested from Project Euclid
In this paper we consider adaptive one-sample rank tests of the following type: the score function $J$ of the test is estimated from the sample under the restriction that $J \in \mathscr{J}$, for some given one-parameter family $\mathscr{J} = \{J_r, r \in I \subset R^1\}$. Using deficiencies, we compare the performance of such tests to that of rank tests with fixed scores. Conditions on the estimator $S$ of the parameter $r$ and on $J_r$ are given, under which the deficiency tends to a finite limit, which is obtained. For a particular class of estimators which are related to the sample kurtosis, explicit results are obtained.
Publié le : 1979-09-14
Classification:  Adaptation,  one-sample rank tests,  asymptotic expansions,  deficiency,  contiguous alternatives,  62G10,  62G20
@article{1176344780,
     author = {Albers, W.},
     title = {Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 944-954},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344780}
}
Albers, W. Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation. Ann. Statist., Tome 7 (1979) no. 1, pp.  944-954. http://gdmltest.u-ga.fr/item/1176344780/