检测双变量总体中边际尺度不等的一种方法

Detecting Unequal Marginal Scales in a Bivariate Population

Journal of the American Statistical Association · 1982
被引 2
ABS 4

中文导读

提出一个基于双变量对称性原假设的条件检验,用于检测双变量总体中两个变量的边际尺度是否不等,并证明了检验的渐近正态性和一致性。

Abstract

Abstract A conditional test is proposed that uses the null hypothesis of bivariate symmetry to detect unequal marginal scales in a bivariate population. The asymptotic normality of the test statistic and the consistency of the test are established. Asymptotic relative efficiency comparisons are made with the standard parametric test in both the bivariate normal case and in a trivariate reduction model case and with two of Sen's (1967) tests in the bivariate normal case. The good performance of the test is also illustrated via a Monte Carlo study.

双变量分析统计检验计量经济学非参数统计