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
2008-01-01
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 ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.