Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution

  • Choi, Young-Hun (Department of Information and Statistics, Hanshin University)
  • Published : 2004.12.01
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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.

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References

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