THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS

DOI10.1081/ETC-100104077zbMath1018.62035OpenAlexW2036521159MaRDI QIDQ4406233

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Publication date: 14 September 2003

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-100104077

zbMATH Keywords

tablesomnibus testsdiagramstwo sample linear rank tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05)

Related Items (5)

A nonparametric test for equality of distributions with mixed categorical and continuous data ⋮ A note on a family of criteria for evaluating test statistics ⋮ Decompositions of Pearson's chi-squared test ⋮ Toward an empirical analysis of polarization ⋮ Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues

Cites Work

• On the behavior of inconsistent instrumental variable estimators
• Asymptotic Efficiency of Certain Locally Most Powerful Rank Tests
• Nonparametric Tests for Scale
• Nonparametric tests in small unbalanced samples: Application in employment-discrimination cases
• Estimating Regression Models with Multiplicative Heteroscedasticity
• A compendium to information theory in economics and econometrics
• Nonparametric Tests of Stochastic Dominance in Income Distributions
• Percentile Modifications of Two Sample Rank Tests
• On Information and Sufficiency
• Some Rank Order Tests which are most Powerful Against Specific Parametric Alternatives
• Bibliography of Nonparametric Statistics and Related Topics: Introduction
• On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests

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