Nonparametric Simultaneous Tests for Location and Scale Testing: A Comparison of Several Methods

  title={Nonparametric Simultaneous Tests for Location and Scale Testing: A Comparison of Several Methods},
  author={Marco Marozzi},
  journal={Communications in Statistics - Simulation and Computation},
  pages={1298 - 1317}
  • M. Marozzi
  • Published 10 January 2013
  • Mathematics
  • Communications in Statistics - Simulation and Computation
The two-sample location-scale problem arises in many situations like climate dynamics, bioinformatics, medicine, and finance. To address this problem, the nonparametric approach is considered because in practice, the normal assumption is often not fulfilled or the observations are too few to rely on the central limit theorem, and moreover outliers, heavy tails and skewness may be possible. In these situations, a nonparametric test is generally more robust and powerful than a parametric test… 

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