Tests for successive differences of quantiles

Tests based on two estimators of the quantile function are proposed for successive comparison between ordered quantiles. Limiting distribution of the test statistics under null hypothesis is studied. Simulations are carried out to find power of the tests.

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Year of publication:	2015
Authors:	Soni, Pooja ; Dewan, Isha ; Jain, Kanchan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 97.2015, C, p. 1-8
Publisher:	Elsevier
Subject:	Quantiles \| Kernel estimator \| Empirical estimator \| Multiple comparison procedure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011189356