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http://dx.doi.org/10.5351/CKSS.2004.11.3.435

Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution  

Choi, Young-Hun (Department of Information and Statistics, Hanshin University)
Publication Information
Communications for Statistical Applications and Methods / v.11, no.3, 2004 , pp. 435-446 More about this Journal
Abstract
In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.
Keywords
Scores; Dispersion function; Asymptotic Relative Efficiency; Generalize F distribution;
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Times Cited By KSCI : 1  (Citation Analysis)
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