| Title:
|
Kolmogorov-Smirnov two-sample test based on regression rank scores (English) |
| Author:
|
Schindler, Martin |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
53 |
| Issue:
|
4 |
| Year:
|
2008 |
| Pages:
|
297-304 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We derive the two-sample Kolmogorov-Smirnov type test when a nuisance linear regression is present. The test is based on regression rank scores and provides a natural extension of the classical Kolmogorov-Smirnov test. Its asymptotic distributions under the hypothesis and the local alternatives coincide with those of the classical test. (English) |
| Keyword:
|
regression rank scores |
| Keyword:
|
Kolmogorov-Smirnov test |
| Keyword:
|
two sample problem |
| Keyword:
|
Cramér-von Mises test |
| MSC:
|
62E20 |
| MSC:
|
62G08 |
| MSC:
|
62G10 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1194.62068 |
| idMR:
|
MR2433723 |
| DOI:
|
10.1007/s10492-008-0027-8 |
| . |
| Date available:
|
2010-07-20T12:24:51Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140323 |
| . |
| Reference:
|
[1] Gutenbrunner, C., Jurečková, J.: Regression rank scores and regression quantiles.Ann. Stat. 20 (1992), 305-330. MR 1150346, 10.1214/aos/1176348524 |
| Reference:
|
[2] Gutenbrunner, C., Jurečková, J., Koenker, R., Portnoy, S.: Tests of linear hypotheses based on regression rank scores.J. Nonparametric Stat. 2 (1993), 307-331. MR 1256383, 10.1080/10485259308832561 |
| Reference:
|
[3] Hájek, J.: Extension of the Kolmogorov-Smirnov test to regression alternatives.Proc. Bernoulli-Bayes-Laplace Seminar L. LeCam Univ. of California Press (1965), 45-60. MR 0198622 |
| Reference:
|
[4] Hájek, J., Šidák, Z.: Theory of Rank Tests.Academia Praha (1967). MR 0229351 |
| Reference:
|
[5] Jurečková, J.: Tests of Kolmogorov-Smirnov type based on regression rank scores.Information Theory, Stastistical Decision Functions, Random Processes. Trans. 11th Prague Conf., Prague 1990, Vol. B J. Á. Víšek Academia & Kluwer Praha & Dordrecht (1992), 41-49. |
| Reference:
|
[6] Koenker, R., (1978), G. Bassett: Regression quantiles.Econometrica 46 (1978), 33-50. MR 0474644, 10.2307/1913643 |
| . |
