• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.129-134
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• 2012

In this paper we review a bi-aspect nonparametric test for the two-sample problem under the location translation model and propose a new one to accommodate a more broad class of underlying distributions. Then we compare the performance of our proposed test with other existing ones by obtaining empirical powers through a simulation study. Then we discuss some interesting features related to the bi-aspect test with a comment on a possible expansion for the proposed test as concluding remarks.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.1-14
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• 2001

This paper discusses choosing the weight function of the Hardle and Mammen statistic in nonparametric goodness-of-fit test for regression curve. For this purpose, we modify the Hardle and Mammen statistic and derive its asymptotic distribution. Some results on the test statistic from the wild bootstrapped sample are also obtained. Through Monte Carlo experiment, we check the validity of these results. Finally, we study the powers of the test and compare with those of the Hardle and Mammen test through the simulation.

• 품질경영학회지
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• 제17권2호
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• pp.70-80
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• 1989

A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

• 응용통계연구
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• 제7권1호
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• pp.35-46
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• 1994

이변량 변화시점 모형에서 위치모수에 대한 비모수적 방법인 순위-모양 검정법을 제시하였다. 이를 경험적인 검정력을 통하여 모수적인 검정과 비교한 결과, 귀무가설분포가 이변량 정규분포일 때를 제외하고는 순위-모양 검정이 월등히 우수함을 알 수 있었다. 또한 변화시점에 대한 점추정량들을 경험적인 평균제곱오차를 이용하여 비교 분석하였다.

• 응용통계연구
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• 제6권2호
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• pp.237-245
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• 1993

본 논문에서는 순서대립가설에 대하여 k개의 회귀직선의 평행선을 검정하는 비모수적 검정 법을 제안하였다. 검정통계량은 각 직선에서 얻은 기울기 추정량들에 가중치를 준죤키어 (Jonckheere)형태의 통계량이다. 제안된 통계량의 분포는 점근적으로 정규분포를 따르게 되 어, 검정법은 점근분포무관검정이 된다. 모수적 검정법과 비교한 점근상대효율은 바람직한 형태를 가지며, 기존의 비모수적 검정법과 비교하여도 더 효율적임을 보였다.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.645-660
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• 2001

In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

• 응용통계연구
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• 제22권5호
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• pp.1047-1057
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• 2009

The nonparametric bivariate two-sample test of Bennett (1967) is extended to the multivariate k sample test. This test has been easily modified for a monotone trend among k samples. Often in applications it is important to consider a set of multivariate response variables simultaneously, rather than individually, and also important to consider testing k samples altogether. Different approaches of estimating the null covariance matrices of the test statistics resulted in the same limiting form. The multivariate k sample test is applied to the non-normal data of a randomized trial conducted for a period of four weeks in mental hospitals. The purpose of the trial is to compare the efficacy of three different interventions for a relief of the frequently occurring problems of constipation, caused as a side effect of antipsychotic drugs during hospitalization. The bowel movement status of patient for a week is summarized into a single severity score, and severity scores of four weeks comprise a four-dimensional multivariate variable. It is desirable with this trial data to consider a multivariate testing among k samples.

• International Journal of Reliability and Applications
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• 제6권1호
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• pp.53-64
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• 2005

In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.587-592
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• 2016

It is a long-standing issue to correctly determine the number of long-run relationships among time series processes. We revisit nonparametric test for cointegration rank and propose bootstrap refinements. Consistent with model-free nature of the tests, we make use of Cholesky factor bootstrap methods, which require weak conditions for data generating processes. Simulation studies show that the original Breitung's test have difficulty in obtaining the correct size due to dependence in cointegrated errors. Our proposed bootstrapped tests considerably mitigate size distortions and represent a complementary approach to other bootstrap refinements, including sieve methods.