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Title: The multisample version of the Lepage test (English)
Author: Rublík, František
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 41
Issue: 6
Year: 2005
Pages: [713]-733
Summary lang: English
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Category: math
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Summary: The two-sample Lepage test, devised for testing equality of the location and scale parameters against the alternative that at least for one of the parameters the equality does not hold, is extended to the general case of $k>1$ sampled populations. It is shown that its limiting distribution is the chi-square distribution with $2(k-1)$ degrees of freedom. This $k$-sample statistic is shown to yield consistent test and a formula for its noncentrality parameter under Pitman alternatives is derived. For some particular alternatives, the power of the $k$-sample test is compared with the power of the Kruskal–Wallis test or with the power of the Ansari–Bradley test by means of simulation estimates. Multiple comparison methods for detecting differing populations, based on this multisample version of the Lepage test or on the multisample version of the Ansari–Bradley test, are also constructed. (English)
Keyword: multisample rank test for location and scale
Keyword: Lepage statistic
Keyword: consistency
Keyword: non-centrality parameter
Keyword: multiple comparisons for location and scale parameters
MSC: 62E20
MSC: 62G10
MSC: 62J15
MSC: 65C60
idZBL: Zbl 1245.62047
idMR: MR2193861
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Date available: 2009-09-24T20:12:39Z
Last updated: 2015-03-23
Stable URL: http://hdl.handle.net/10338.dmlcz/135688
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