Data-Driven Tests for Trend

Author: Wyłupek Grzegorz  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.7, 2013-04, pp. : 1406-1427

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Abstract

This article proposes a new nonparametric test for the ordered alternatives problem in the k-sample setting for null hypothesis of lack of trend. This article further elaborates upon and extends the results of Ledwina and Wyłupek (2012a) obtained for k = 2. Simulations show that the new test has high and stable power and is able to control the Type I error to satisfactory extent, thus solving the problem posed in Terpstra and Magel (2003). Our theoretical results say that asymptotic errors of both kinds do not exceed significance level, thus implying that the test is asymptotically unbiased.