Communications for Statistical Applications and Methods

  • 제10권3호
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  • Pages.1007-1015
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  • 2003
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Hypothesis Testing for New Scores in a Linear Model

  • Park, Young-Hun (Department of Information and Statistics, Hanshin University)
  • 발행 : 2003.12.01
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초록

In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.

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참고문헌

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  2. The Theory of Linear Modles and Multivariate Analysis Arnold,S.F.
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  12. Statistics & Probability Letters v.29 Almost Fully Efficient and Robust Simultaneous Estimation of Location and Scale Parameters: A Minimum Distance Approach Ozturk,O.;Hettmansperger,T.P. https://doi.org/10.1016/0167-7152(95)00178-6
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