Multisample tests for scale based on kernel density estimation

被引：7
|
作者：
Mizushima, T [1 ]
机构：
[1] Univ Osaka Prefecture, Grad Sch Math Sci, Sakai, Osaka 5998531, Japan
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 49卷 / 01期
关键词：
multisample tests for scale; kernel density estimation; U-statistics;
D O I：
10.1016/S0167-7152(00)00035-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We propose test statistics based on kernel density estimation for testing the equality of scale parameters. The statistics are compared with other statistics with respect to the asymptotic relative efficiency. The statistics are more efficient than the c-sample analogs of the two-sample Mood test and the two-sample Ansari-Bradley test for the normal distribution and the Cauchy distribution. We also give a comparison of Type I error and power by simulation. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：81 / 91
页数：11
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