A class of tests due to Shoemaker (1999) for differences in scale is considered. The class is based on the interquantile range. In this paper we solve the question of what quantile choose by proposing a combined interquantile test based on our permutation version of Shoemaker tests. Then we conducted a much more detailed simulation study than that of Shoemaker (1999) that compared his tests to the F and the squared rank tests showing that his tests are better.
Combined nonparametric tests for dispersion based on quantiles
MAROZZI, Marco
2009-01-01
Abstract
A class of tests due to Shoemaker (1999) for differences in scale is considered. The class is based on the interquantile range. In this paper we solve the question of what quantile choose by proposing a combined interquantile test based on our permutation version of Shoemaker tests. Then we conducted a much more detailed simulation study than that of Shoemaker (1999) that compared his tests to the F and the squared rank tests showing that his tests are better.
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