An Adaptive Test for the Two-Sample Location Problem Based on U-Statistics

For the two-sample location problem we consider a general class of tests, all members of it are based on U-statistics. The asymptotic efficicacies are investigated in detail. We construct an adaptive test where all statistics involved are suitably chosen U-statistics. It is shown the adaptive test proposed has good asymptotic and finite power properties.

• Type: Journal
• Year: 2008
• Where: CSSC
• Authors: Wolfgang Kössler, N. Kumar
• Keywords: Adaptive Test, Asymptotic Efficicacies, CSSC 2008, Two-sample Location Problem