A Survey of Rank Tests for Classes of Tail Alternatives

Willem Albers; Cecile M. Schut

A Survey of Rank Tests for Classes of Tail Alternatives

Willem Albers, Cecile M. Schut

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

Abstract

Quite often in the two-sample problem, the assumption of constant shift is not realistic. We study increasing shift functions, leading to tail alternatives. Several classes of such functions, most of which have been used implicitly in previous work, are compared. We investigate the robustness of the corresponding tests against misspecification of the shift function. Some attention is also devoted to the possibility of adaptation.

Original language	English
Title of host publication	Research developments in probability and statistics
Subtitle of host publication	Festschrift in honor of Madan L. Puri on the occasion of his 65th birthday
Editors	Edgar Brunner, Manfred Denker
Place of Publication	Utrecht
Publisher	VSP
Pages	289-302
Number of pages	14
ISBN (Print)	9789067642095
Publication status	Published - 1996

Keywords

Rank tests
Two-sample problem
Increasing shift functions
Tail alternatives
Robustness
Misspecification
Adaptation

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abstract = "Quite often in the two-sample problem, the assumption of constant shift is not realistic. We study increasing shift functions, leading to tail alternatives. Several classes of such functions, most of which have been used implicitly in previous work, are compared. We investigate the robustness of the corresponding tests against misspecification of the shift function. Some attention is also devoted to the possibility of adaptation.",

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A Survey of Rank Tests for Classes of Tail Alternatives. / Albers, Willem; Schut, Cecile M.

Research developments in probability and statistics: Festschrift in honor of Madan L. Puri on the occasion of his 65th birthday. ed. / Edgar Brunner; Manfred Denker. Utrecht : VSP, 1996. p. 289-302.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic

TY - CHAP

T1 - A Survey of Rank Tests for Classes of Tail Alternatives

AU - Albers, Willem

AU - Schut, Cecile M.

PY - 1996

Y1 - 1996

N2 - Quite often in the two-sample problem, the assumption of constant shift is not realistic. We study increasing shift functions, leading to tail alternatives. Several classes of such functions, most of which have been used implicitly in previous work, are compared. We investigate the robustness of the corresponding tests against misspecification of the shift function. Some attention is also devoted to the possibility of adaptation.

AB - Quite often in the two-sample problem, the assumption of constant shift is not realistic. We study increasing shift functions, leading to tail alternatives. Several classes of such functions, most of which have been used implicitly in previous work, are compared. We investigate the robustness of the corresponding tests against misspecification of the shift function. Some attention is also devoted to the possibility of adaptation.

KW - Rank tests

KW - Two-sample problem

KW - Increasing shift functions

KW - Tail alternatives

KW - Robustness

KW - Misspecification

KW - Adaptation

M3 - Chapter

SN - 9789067642095

SP - 289

EP - 302

BT - Research developments in probability and statistics

A2 - Brunner, Edgar

A2 - Denker, Manfred

PB - VSP

CY - Utrecht

ER -