Rank test statistics for umbrella alternatives |
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| Authors: | Ning-zhong Shi |
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| Affiliation: | Department of Mathematics , Kyushu University , Fukuoka 812, JAPAN |
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| Abstract: | This paper proposes an optimal rank test procedure for testing an umbrella alternative when the peak of the umbrella is known. It is referred to as maximin efficient linear rank test. Also when the peak of the umbrella is unknown, a test procedure is proposed and its performance is discussed. |
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| Keywords: | Convex cone Likelihood ratio test Maximin efficient rank test Pitman efficacy Umbrella alternative |
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