论文标题
具有滋扰参数的分布函数转换的统一非参数测试
A Unified Nonparametric Test of Transformations on Distribution Functions with Nuisance Parameters
论文作者
论文摘要
本文提出了一种简单的统一方法，用于在存在滋扰参数的情况下对累积分布函数（CDF）进行转换。提出的测试是基于避免滋扰参数估计的新特征构建的。临界值是通过数值引导方法获得的，该方法可以在实践中很容易实现。在适当的条件下，提出的测试被证明是渐近尺寸的控制和一致的。确定了测试的本地电源。最后，蒙特卡洛模拟和一项经验研究表明，该测试在有限样品上表现良好。
This paper proposes a simple unified approach to testing transformations on cumulative distribution functions (CDFs) in the presence of nuisance parameters. The proposed test is constructed based on a new characterization that avoids the estimation of nuisance parameters. The critical values are obtained through a numerical bootstrap method which can easily be implemented in practice. Under suitable conditions, the proposed test is shown to be asymptotically size controlled and consistent. The local power property of the test is established. Finally, Monte Carlo simulations and an empirical study show that the test performs well on finite samples.
