An Adaptive Test for the Two-Sample Location Problem Based on U-Statistics |
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| Authors: | W. Kössler N. Kumar |
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| Affiliation: | 1. Institut für Informatik, Humboldt-Universit?t zu Berlin , Berlin, Germany koessler@informatik.hu-berlin.de;3. Department of Statistics , Panjab University , Chandigarh, India |
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| Abstract: | ![]()
For the two-sample location problem with continuous data we consider a general class of tests, all members of it are based on U-statistics. The asymptotic efficacies are investigated in detail. We construct an adaptive test where all statistics involved are suitably chosen U-statistics. It is shown that the proposed adaptive test has good asymptotic and finite sample power properties. |
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| Keywords: | Asymptotic efficacy Asymptotic power Simulation study Skewness Tailweight Wilcoxon–Mann–Whitney test |
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