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Max-Type Rank Tests, U-Tests, and Adaptive Tests for the Two-Sample Location Problem - An Asymptotic Power Study

By Wolfgang Kössler

Abstract

For the two-sample location problem we first consider two types of tests, linear rank tests with various scores, but also some tests based on U-statistics. For both types we construct adaptive tests as well as max-type tests and investigate their asymptotic and finite power properties. It turns out that both the adaptive tests have larger asymptotic power than the max-type tests. For small sample sizes, however, some of the max-type tests are to prefer. Ustatistics are convenient if extreme densities may occur

Topics: Adaptive tests, U-statistics, Max-type tests, Linear rank tests, Asymptotic power, 004 Informatik, ddc:004
Publisher: Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Informatik
Year: 2009
DOI identifier: 10.18452/2486
OAI identifier: oai:edoc.hu-berlin.de:18452/3138
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