論文

査読有り
2011年9月

A rank statistic for non-parametric $k$-sample and change point problems

JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • Yoichi Nishiyama

41
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
DOI
https://doi.org/10.14490/jjss.41.067
CiNii Articles
http://ci.nii.ac.jp/naid/10029335267
CiNii Books
http://ci.nii.ac.jp/ncid/AA1105098X
URL
http://id.ndl.go.jp/bib/11216445
URL
https://jlc.jst.go.jp/DN/JALC/00389081027?from=CiNii
ID情報
  • DOI : 10.14490/jjss.41.067
  • ISSN : 1882-2754
  • CiNii Articles ID : 10029335267
  • CiNii Books ID : AA1105098X

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