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Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution
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 Title & Authors
Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution
Choi, Young-Hun;
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 Abstract
In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.
 Keywords
Scores;Dispersion function;Asymptotic Relative Efficiency;Generalize F distribution;
 Language
English
 Cited by
1.
Rank Scores for Linear Models under Asymmetric Distributions,;

Communications for Statistical Applications and Methods, 2006. vol.13. 2, pp.359-368 crossref(new window)
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