The Annals of Statistics

Rank Tests Generated by Continuous Piecewise Linear Functions

W. J. R. Eplett

Full-text: Open access

Abstract

The two-sample problem of testing against location shift is fundamental to much of the theory of rank tests. Generally testing and estimation is carried out with a fixed (non-random) set of scores for the ranks. However Beran (1974), following ideas of Stein and Hajek, developed a notable class of adaptive estimators. When used in testing, these give asymptotically efficient tests, regardless of the underlying distribution. These ideas are used here to focus attention upon tests generated by continuous, piecewise linear functions (called PLRT's) which provide a practically useful class of asymptotically efficient adaptive rank tests. Under suitable conditions the rate of convergence of the consistent estimators of the score generating function is $O(N^{-1/2})$ which suggests they are quite suitable for practical application when $N$ is large. A Riesz representation theorem for the asymptotic power of linear rank tests is obtained which amongst other things permits the derivation of optimal PLRT's under weaker conditions than are required for optimal linear rank tests. Further useful properties of PLRT's are noted.

Article information

Source
Ann. Statist., Volume 10, Number 2 (1982), 569-574.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345797

Digital Object Identifier
doi:10.1214/aos/1176345797

Mathematical Reviews number (MathSciNet)
MR653531

Zentralblatt MATH identifier
0513.62052

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62G25

Keywords
Linear rank statistic score generating function continuous piecewise linear function asymptotically optimal tests adaptive tests consistency and rate of convergence Riesz representation

Citation

Eplett, W. J. R. Rank Tests Generated by Continuous Piecewise Linear Functions. Ann. Statist. 10 (1982), no. 2, 569--574. doi:10.1214/aos/1176345797. https://projecteuclid.org/euclid.aos/1176345797


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