The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Nonparametric tests of parallelism aginst umbrella alternatives of slopes in k-regression lines

k개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성의 비모수 검정법에 관한 연구

  • 김동희 ((609-735) 부산시 금정구 잔전동 부산대학교 자연과학대학 통계학과) ;
  • 임동훈 ((609-735) 부산시 금정구 잔전동 부산대학교 자연과학대학 통계학과)
  • Published : 1994.02.01
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Abstract

In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

본 논문에서는 K개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성을 검정하는 비모수 검정법을 제안하고 제안된 검정법의 점근적 성질들을 고찰하고자 한다. 정점을 알고 있는 경우와 모르고 있는 경우로 구분하여 검정법을 제시하고 몇몇 분포에 대해 모의 실험을 해본 결과 제안된 검정통계량이 꼬리가 두터운 분포에서 우도비 검정법들보다 검정력이 우수함을 보였다.

Keywords

References

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