Weighted correlation tests for scale families

• Autores: Sándor Csörgo
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 11, Nº. 1, 2002, págs. 219-248
• Idioma: inglés
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• Resumen

  • We show that weighted versions of recent correlation tests do not require light underlying tails. We formulate a general theorem concerning the asymptotic null distribution of weighted correlation test statistics for scale families, and demonstrate that the resulting tests may work not only for all Weibull scale families, but, with suitable choices of the weight functions, even for all Pareto scale families, in each of which the scale varies the left endpoint of the distribution