Statistical procedures based on signed ranks in \(k\) samples with unequal variances
DOI10.1007/BF00775813zbMath0777.62049MaRDI QIDQ688345
Publication date: 2 December 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
critical pointsrank testshomogeneityasymptotic relative efficiencycommon meanlocal alternativessimulation studypreliminary testquadratic lossBehrens-Fisher problem\(t\)-testlocation parametersKruskal-Wallis testweighted least squares estimatorschi-square approximation\(R\)-estimatorsasymptotic chi-square distributionasymptotic distributional risksMahalanobis lossmodified James-Stein estimation rulepositive-part shrinkage versions of \(R\)-estimatorssigned rankssignificance pointsunequal variancesWelch's test
Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Cites Work
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- On preliminary test and shrinkage M-estimation in linear models
- Hypothesis testing and parameter estimation based on \(M\)-statistics in \(k\) samples with unequal variances
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- Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
- Asymptotic Efficiency of a Class of $c$-Sample Tests
- ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
- Use of Ranks in One-Criterion Variance Analysis
- Combining Unbiased Estimators
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