Discussion about the quality of F-ratio resampling tests for comparing variances

• Autores: Markus Pauly
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 20, Nº. 1, 2011, págs. 163-179
• Idioma: inglés
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• Resumen

  • The goal of this paper is to describe the quality of different two-sample bootstrap and permutation tests for comparing variances. It is thereby inter alia shown that studentized resampling versions of the classical F-ratio test are asymptotically effective in a general nonparametric setting. This means that there is asymptotic no loss of power under contiguous alternatives. Moreover it is indicated that these tests are asymptotically consistent for fixed alternatives.