Adaptive nonparametric tests for the two-sample scale problem under symmetry

Uttam Bandyopadhyay; Dhiman Dutta

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Adaptive nonparametric tests for the two-sample scale problem under symmetry

机译：对称下两样本尺度问题的自适应非参数检验

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The present paper considers two-sample tests for scale problem under symmetry without any assumption regarding the equality of medians. Two adaptive procedures are proposed-one is probabilistic while the other is deterministic. The proposed probabilistic approach is shown, by simulation studies, to maintain its significance level for various symmetric distributions and is found to be superior to the other existing competitors in terms of both robustness of size and power. Both the adaptive procedures are illustrated by using a real data. Some relevant asymptotic properties are also discussed.

机译：本文考虑对称条件下尺度问题的两样本检验，而没有关于中位数相等的任何假设。提出了两种自适应程序，一种是概率性的，另一种是确定性的。通过仿真研究表明，所提出的概率方法对于各种对称分布都保持了其显着性水平，并且在大小和功率的鲁棒性方面均优于其他现有竞争对手。两种自适应过程均通过使用实际数据进行说明。还讨论了一些相关的渐近性质。

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来源
《Statistical Methods and Applications》 |2010年第2期|P.153-170|共18页
作者
Uttam Bandyopadhyay; Dhiman Dutta;
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作者单位

Department of Statistics, University of Calcutta, 35, Ballygunge Circular Road, Kolkata 700019, India;

Department of Statistics, University of Calcutta, 35, Ballygunge Circular Road, Kolkata 700019, India;

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正文语种 eng
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关键词
adaptive test procedures; aligned rank statistic; deterministic approach; probabilistic approach; p-value; two-sample scale problem under symmetry;

机译：适应性测试程序;统一排名统计;确定性方法概率方法p值对称下的两样本量表问题;

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1. Efficient and adaptive nonparametric test for the two-sample problem [J] . Ducharme GR., Ledwina T. The Annals of Statistics: An Official Journal of the Institute of Mathematical Statistics . 2003,第6期

机译：两样本问题的高效自适应非参数检验
2. A nonparametric test for a two-sample scale problem based on subsample medians [J] . Mahajan K.K., Gaur A., Arora S. Statistics & Probability Letters . 2011,第8期

机译：基于子样本中位数的两样本规模问题的非参数检验
3. A nonparametric test for scale in univariate population two-sample setup [J] . Sunil Mathur, Samuel Dolo Model assisted statistics and applications . 2007,第3期

机译：单变量总体两样本设置中规模的非参数检验
4. Optimal kernel choice for large-scale two-sample tests [C] . Arthur Gretton, Bharath Sriperumbudur, Dino Sejdinovic, Annual conference on Neural Information Processing Systems . 2012

机译：大规模两样本测试的最佳内核选择
5. Proposed Nonparametric Tests for the Simple Tree Alternative for Location and Scale Testing [D] . Alsubie, Abdelaziz Qasi. 2020

机译：提出了用于位置和规模测试的简单树替代的非参数测试
6. Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials [O] . Xuejun Jiang, Xu Guo, Ning Zhang, -1

机译：用于在临床试验中检测两个样本的位置偏移的强大的多元非参数检验
7. On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests [O] . Aaditya Ramdas, Nicolás García Trillos, Marco Cuturi 2017

机译：关于Wasserstein双样本检验及非参数检验的相关族
8. Approximate Small-Sample Distributions for Multivariate Two-Sample Nonparametric Tests [R] . Bradley, R. A., Patel, K. M., Wackerly, D. D. 1970

机译：多元双样本非参数检验的近似小样本分布

Adaptive nonparametric tests for the two-sample scale problem under symmetry

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