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.
2008
Atti della XLIV Riunione Scientifica della Società Italiana di Statistica
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/3665001
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