Nonparametric tests of hypotheses for umbrella alternatives |
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| Authors: | Mayer Alvo |
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| Affiliation: | Department of Mathematics and Statistics University of Ottawa, Ottawa, Ontario, Canada KIN 6N5 |
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| Abstract: | The author proposes a general method for constructing nonparametric tests of hypotheses for umbrella alternatives. Such alternatives are relevant when the treatment effect changes in direction after reaching a peak. The author's class of tests is based on the ranks of the observations. His general approach consists of defining two sets of rankings: the first is induced by the alternative and the other by the data itself. His test statistic measures the distance between the two sets. The author determines the asymptotic distribution for some special cases of distances under both the null and the alternative hypothesis when the location of the peak is known or unknown. He shows the good power of his tests through a limited simulation study |
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| Keywords: | Asymptotic power efficiency distance Kendall's tau nonparametric test rank Spearman's rho umbrella alternatives unknown peak |
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