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Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation

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Albers, W. (1979) Asymptotic Deficiencies of One-Sample Rank Tests Under Restricted Adaptation. Annals of Statistics, 7 (5). pp. 944-954. ISSN 0090-5364

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Abstract:In this paper we consider adaptive one-sample rank tests of the following type: the score function $J$ of the test is estimated from the sample under the restriction that $J \in \mathscr{J}$, for some given one-parameter family $\mathscr{J} = \{J_r, r \in I \subset R^1\}$. Using deficiencies, we compare the performance of such tests to that of rank tests with fixed scores. Conditions on the estimator $S$ of the parameter $r$ and on $J_r$ are given, under which the deficiency tends to a finite limit, which is obtained. For a particular class of estimators which are related to the sample kurtosis, explicit results are obtained.
Item Type:Article
Copyright:© 1979 Institute of Mathematical Statistics
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/70388
Official URL:http://dx.doi.org/10.1214/aos/1176344780
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