The asymptotic power and relative efficiency of some c-sample rank tests of homogeneity against umbrella alternatives

Citation
W. Kossler et H. Buning, The asymptotic power and relative efficiency of some c-sample rank tests of homogeneity against umbrella alternatives, STATISTICS, 34(1), 2000, pp. 1-26
Citations number
23
Categorie Soggetti
Mathematics
Journal title
STATISTICS
ISSN journal
02331888 → ACNP
Volume
34
Issue
1
Year of publication
2000
Pages
1 - 26
Database
ISI
SICI code
0233-1888(2000)34:1<1:TAPARE>2.0.ZU;2-Q
Abstract
For the c-sample location problem with umbrella alternatives we compare som e generalizations of the test of Mack and Wolfe (1981). All the tests are b ased on pairwise ranking methods. The asymptotic power and asymptotic relat ive efficiency of the so-called Mack-Wolfe-type test, Tryon-Hettmannsperger -type-test and Purl-type test are derived and compared with modifications o f the test of Hettmansperger and Norton (1987) where the ranks are taken ov er all samples. The Mack-Wolfe-type test and the Tryon-Hettmansperger-type-test are further generalized by introducing weight coefficients for the substatistics. For the case of a specified alternative these weights are determined in such a way that the efficacies become maximal. It is shown that the maximal achiev able efficacies in the defined classes of the generalized Mack-Wolfe-type t est and Tryon-Hettmansperger-type test always are equal. The case of an unknown peak is briefly discussed.