Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution

DOI QR코드

DOI QR Code

Choi, Young-Hun

  • 발행 : 2004.12.01

초록

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.

키워드

Scores;Dispersion function;Asymptotic Relative Efficiency;Generalize F distribution

참고문헌

  1. Ahmad, I. A. (1996). A Class of Mann-Whitney-Wi1coxon Type Statistics, The American Statistician, 50, 324-327 https://doi.org/10.2307/2684929
  2. Bowerman, B. L., O'Connell, R. T. and Dickey, D. A. (1986). Linear Statistical Models, Duxbury Press, Boston
  3. Choi, Y. H. and Ozturk, O(2002). A New Class of Score Generating Functions for Regression Models, Statistics & Probcibility Letters, 57, 205-214 https://doi.org/10.1016/S0167-7152(02)00061-5
  4. Choi, Y. H. (2004). Asymptotic Relative Efficiency for New Score Functions in Rank Regression Models, The Korean Journal of Applied Statistics, 17, 269-280 https://doi.org/10.5351/KJAS.2004.17.2.269
  5. Hettmansperger, T. P. and McKean, J. W. (1998). Robust Nonparametric Statistical Methods, Wiley & Jones Inc., New York
  6. Jaeckel, L. A. (1972). Estimating Regression Coefficients by Minimizing the Dispersion of, Residuals, The Annals of Mathematical Statistics, 43, 1449-1458 https://doi.org/10.1214/aoms/1177692377
  7. McKean, J. W. and Sievers, G. L. (1989). Rank Scores Suitable for Analyses of Linear Models under Asymmetric Error Distributions, Technometrics, 31, 207-218 https://doi.org/10.2307/1268818
  8. Ozturk, O (1999). Two-Sample Inference Based on One-Sample Ranked Set Sample Sign Statistics, Journal of Nonparametric Statistics, 10, 197-212 https://doi.org/10.1080/10485259908832760
  9. Ozturk, O (2001). A Generalization of Ahmad's Class of Mann-Whitney-Wi1coxon Statistics, Australian and New Zealand Journal of Statistics, 43, 67-74 https://doi.org/10.1111/1467-842X.00155
  10. Ozturk, O and Hettmansperger, T. P. (1996). Almost Fully Efficient and Robust Simultaneous Estimation of Location and Scale Parameters: A Minimum Distance Approach, Statistics & Probability Letters, 29, 233-244 https://doi.org/10.1016/0167-7152(95)00178-6
  11. Ozturk, O and Hettmansperger, T. P. (1997). Generalized Weighted Cramer-Von Mises Distance Estimators, Biometrika, 84, 283-294 https://doi.org/10.1093/biomet/84.2.283