The Annals of Statistics

Nonparametric Testing for Dose-Response Curves Subject to Downturns: Asymptotic Power Considerations

Douglas G. Simpson and Barry H. Margolin

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Abstract

Dose-response experiments are widely used in scientific research and nonmonotone dose-response curves are commonly observed. A class of nonparametric tests for dose-response curves subject to downturns at high doses is examined via its asymptotic properties. This class includes the well-known Jonckheere-Terpstra test as a limiting case. The analysis indicates that the Jonckheere-Terpstra test lacks robustness to a downturn in the dose-response, and that other members of the class provide superior overall performance. A result concerning $U$ statistics in locally asymptotically normal families of distributions facilitates the derivation of the asymptotic power function for the class of tests under consideration. This result may also be used to obtain asymptotic power functions for other tests based on $U$ statistics, for instance, the Mann-Whitney-Wilcoxon test. The accuracy of the asymptotic approximation is examined via Monte Carlo simulation and is found to be quite good for moderate sample sizes, suggesting that the approximation might reasonably be used for sample-size determinations.

Article information

Source
Ann. Statist., Volume 18, Number 1 (1990), 373-390.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347505

Digital Object Identifier
doi:10.1214/aos/1176347505

Mathematical Reviews number (MathSciNet)
MR1041398

Zentralblatt MATH identifier
0701.62055

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62G20: Asymptotic properties

Keywords
Jonckheere-Terpstra test local asymptotic normality recursive test $U$ statistic

Citation

Simpson, Douglas G.; Margolin, Barry H. Nonparametric Testing for Dose-Response Curves Subject to Downturns: Asymptotic Power Considerations. Ann. Statist. 18 (1990), no. 1, 373--390. doi:10.1214/aos/1176347505. https://projecteuclid.org/euclid.aos/1176347505


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