https://doi.org/10.15446/rce.v38n1.48805

Nonparametric Simultaneous Test Procedures

Procedimientos de pruebas simultáneas no paramétricas

HYO-IL PARK1

1Chongju University, Department of Statistics, Chongju, South Korea. Professor. Email: hipark@cju.ac.kr


Abstract

In this research we propose several nonparametric simultaneous test procedures for location and scale parameters. We construct test statistics based on linear rank statistics choosing a suitable combining function. We obtain the overall p-values by applying the permutation principle. We compare the efficiency amongst combining functions by obtaining empirical powers through a simulation study. We discuss some interesting aspects of our procedure as concluding remarks.

Key words: Combining function, Multi-aspect Test, Permutation Principle, Two-sample Location-scale Problem.


Resumen

En este artículo se propone un procedimiento de pruebas simultáneas no paramétricas para los paramétros de localización y escala. Se construyen los estadísticos de prueba basados en los estadísticos de rangos lineales para las subhipótesis nulas con la escogencia de una adecuada función de combinación; se obtienen los valores p al aplicar el principio de permutación; se compara la eficiencia entre las funciones de combinación mediante la obtención de las potencias empíricas a través de un estudio de simulación y por último se discuten algunos aspectos interesantes del procedimiento como conclusiones.

Palabras clave: funciones de combinación, parámetro de escala, parámetro de localización, principio de permutación, problema de dos muestras, pruebas simultáneas.


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[Recibido en diciembre de 2013. Aceptado en mayo de 2014]

Este artículo se puede citar en LaTeX utilizando la siguiente referencia bibliográfica de BibTeX:

@ARTICLE{RCEv38n1a06,
    AUTHOR  = {Park, Hyo-Il},
    TITLE   = {{Nonparametric Simultaneous Test Procedures}},
    JOURNAL = {Revista Colombiana de Estadística},
    YEAR    = {2015},
    volume  = {38},
    number  = {1},
    pages   = {107-121}
}