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Rank Scores for Linear Models under Asymmetric Distributions

  • Choi, Young-Hun (Department of Information and Statistics, Hanshin University)
  • 발행 : 2006.08.31

초록

In this paper we derived the asymptotic relative efficiency, ARE(ms, rs), of our new score function with respect to the McKean and Sievers scores for the asymmetric error distributions which often occur in practice. We thoroughly explored the asymptotic relative efficiency, ARE(ms, rs), of our score function that provides much improvement over the McKean and Sievers scores for all values of r and s under asymmetric distributions.

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참고문헌

  1. Ahmad, I.A. (1996). A Class of Mann-Whitney-Wilcoxon Type Statistics. The American Statistician, Vol. 50, 324-327 https://doi.org/10.2307/2684929
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