This paper is focused on the test of Cucconi (1968), a rank test for the for the location-scale problem. The test is of interest because, contrary to the other location-scale tests, it is not a quadratic form of a test on location and a test on scale, and it is based on squared ranks and squared counter-ranks. The power of the Cucconi test has been studied. Simulations show that the test of Cucconi maintains the size very close to Ą and is more powerful than the well-known Lepage test, and therefore should be taken into account as a better alternative when it is not possible to develop an efficiency robust procedure for the problem at hand.
New Results on the Cucconi Test
MAROZZI, Marco
2008
Abstract
This paper is focused on the test of Cucconi (1968), a rank test for the for the location-scale problem. The test is of interest because, contrary to the other location-scale tests, it is not a quadratic form of a test on location and a test on scale, and it is based on squared ranks and squared counter-ranks. The power of the Cucconi test has been studied. Simulations show that the test of Cucconi maintains the size very close to Ą and is more powerful than the well-known Lepage test, and therefore should be taken into account as a better alternative when it is not possible to develop an efficiency robust procedure for the problem at hand.I documenti in SFERA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
