Testing the equality of a large number of U-estimable parameters.

M. Romero Madroñal, M. R. Sillero Denamiel, M. D. Jiménez Gamero

The problem of comparing a parameter, estimable through U-statistics, across k populations is addressed. The kernel is assumed to have degree two. A statistic is proposed, shown to be distribution-free under the null hypothesis and certain alternatives for large k. This property under the null allows for the construction of a test, while the distribution under alternatives enables a power analysis. The finite performance of the test is numerically assessed through a simulation study.

Keywords: Testing, degree-2 U-statistics, consistency

Non Parametric Statistics II
June 12, 2025  7:00 PM
Auditorio 1. Ricard Vinyes

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