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Multisample tests for scale based on kernel density estimation

โœ Scribed by Takamasa Mizushima

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
120 KB
Volume
49
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

We propose test statistics based on kernel density estimation for testing the equality of scale parameters. The statistics are compared with other statistics with respect to the asymptotic relative e ciency. The statistics are more e cient than the c-sample analogs of the two-sample Mood test and the two-sample Ansari-Bradley test for the normal distribution and the Cauchy distribution. We also give a comparison of Type I error and power by simulation.

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