2011年9月
A rank statistic for non-parametric $k$-sample and change point problems
JOURNAL OF THE JAPAN STATISTICAL SOCIETY
- 巻
- 41
- 号
- 1
- 開始ページ
- 67
- 終了ページ
- 73
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.14490/jjss.41.067
- 出版者・発行元
- THE JAPAN STATISTICAL SOCIETY
We consider <var>k</var>-sample and change point problems for independent data in a unified way. We propose a test statistic based on the rank statisitcs. The asymptotic distribution under the null hypothesis is shown to be the supremum of the 2-dimensional standard Brownian pillow. Also, the test is shown to be consistent under the alternative that <var>k</var> distribution functions are linearly independent. It is important from practical point of view that our test is not only asymptotically distribution free but also distribution free even for fixed finite sample.
- リンク情報
- ID情報
-
- DOI : 10.14490/jjss.41.067
- ISSN : 1882-2754
- CiNii Articles ID : 10029335267
- CiNii Books ID : AA1105098X