A one-sample adaptive distribution-free test with a stable power function

Douglas H. Jones

Research output: Contribution to journalArticlepeer-review

Abstract

An asymptotically efficient combination of rank statistics with a variety of score functions is studied. The results of a Monte Carlo study show that the power function of the test for location is very stable across density types varying from heavy to light tails.

Original languageEnglish (US)
Pages (from-to)869-877
Number of pages9
JournalCommunications in Statistics - Theory and Methods
Volume6
Issue number9
DOIs
StatePublished - Jan 1 1977
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Keywords

  • Bahadur efficiency
  • adaptive
  • efficiency robustness
  • ranks

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