Smoothed nonparametric tests and approximations of p-values

DOI10.1007/S10463-017-0614-0zbMATH Open1407.62153arXiv1610.02145OpenAlexW2747711901MaRDI QIDQ1786898FDOQ1786898

Authors: Yoshihiko Maesono, Taku Moriyama, Mengxin Lu 

Publication date: 25 September 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Abstract: In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these tests. The new smoothed tests are equivalent to the ordinary sign and Wilcoxon's tests in the sense of the Pitman's asymptotic relative efficiency, and the differences of the ordinary and the new tests converge to zero in probability. Under the null hypothesis, the main terms of the asymptotic expectations and variances of the tests do not depend on the underlying distribution. Though the smoothed tests are not distribution-free, we can obtain Edgeworth expansions with residual term $o(n^{-1})$, which do not depend on the underlying distribution.

Full work available at URL: https://arxiv.org/abs/1610.02145

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zbMATH Keywords

Edgeworth expansionkernel estimatorsign testWilcoxon's signed rank testsignificance probability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cited In (6)

• A smooth nonparametric approach to determining cut-points of a continuous scale
• Smoothed nonparametric tests and approximations of \(p\)-values
• Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation
• Constructing smooth tests without estimating the eigenpairs of the limiting process
• Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests
• Smoothed ranks for two or multi-sample location problems

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