常见分布特征非参数检验的检验力与检验尺度

THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS

Econometric Reviews · 2001
被引 17
人大 A-ABS 3

中文导读

研究了位置和尺度线性秩检验以及Kolmogorov-Smirnov综合检验的检验力与检验尺度,提出了替代检验,并通过蒙特卡洛模拟验证了其渐近性质及在实践中的适用性。

Abstract

This paper considers the power and size properties of some well known nonparametric linear rank tests for location and scale as well as the Kolmogorov-Smirnov omnibus test and proposed alternatives to it. Independence between some classes of linear rank tests is established facilitating their joint application. Monte Carlo study confirms the asymptotic power properties of the linear rank tests but raises concerns about their application in more general and practically relevant circumstances. It also indicates that the new omnibus tests constitute viable alternatives with superior properties to the Kolmogorov-Smirnov test in certain circumstances.

非参数检验线性秩检验检验功效蒙特卡洛研究