A one-sample adaptive distribution-free test with a stable power function |
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Authors: | Douglas H. Jones |
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Affiliation: | Rutgers University , New Brunswick, New Jersey |
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Abstract: | An asymptotically efficient combination of rank statistics with a variety of score functions is studied. The results of a Monte Carlo study show that the power function of the test for location is very stable across density types varying from heavy to light tails. |
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Keywords: | ranks Bahadur efficiency adaptive efficiency robustness |
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