Locally most powerful two-sample rank tests for Lévy distributions

DOI10.1007/BF02925405zbMath0887.62051MaRDI QIDQ1383243

Ralf Runde

Publication date: 27 May 1998

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityLevy distributionlocally most powerful rank tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)

Related Items (1)

Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution

Cites Work

• A note on the asymptotic distribution of the \(F\)-statistic for random variables with infinite variance
• Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions
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