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May, 1973 A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression
M. L. Puri, P. K. Sen
Ann. Statist. 1(3): 553-556 (May, 1973). DOI: 10.1214/aos/1176342423

Abstract

The purpose of this note is to show that asymptotically distribution-free (ADF) rank tests proposed by Koul [Ann. Math. Statist. 41 (1970), 1273-1281] for testing subhypotheses in multiple linear regression when based on symmetric scores are asymptotically totally inefficient and can even be inconsistent for symmetric parent distributions. Also, the condition given in his Theorem 2.4 for a test to be ADF is not necessary.

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M. L. Puri. P. K. Sen. "A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression." Ann. Statist. 1 (3) 553 - 556, May, 1973. https://doi.org/10.1214/aos/1176342423

Information

Published: May, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0258.62042
MathSciNet: MR368296
Digital Object Identifier: 10.1214/aos/1176342423

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 3 • May, 1973
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