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Wald Tests of Location for Symmetric Nonnormal Data
Author(s) -
Carolan A.M.,
Rayner J.C.W.
Publication year - 2000
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/1521-4036(200010)42:6<777::aid-bimj777>3.0.co;2-k
Subject(s) - wald test , nonparametric statistics , parametric statistics , normality , statistics , mathematics , score test , statistical hypothesis testing , parametric model , econometrics
For nonnormal data we suggest a test of location based on a broader family of distributions than normality. Such a test will in a sense fall between the standard parametric and non parametric tests. We see that the Wald tests based on this family of distributions have some advantages over the score tests and that they perform well in comparison to standard parametric and nonparametric tests in a variety of situations. We also consider when and how to apply such tests in practice.