[Un test pour l'égalité des répartitions des marginales]
On propose un test pour l'égalité des répartitions des marginales pour des données complètes ou censurées à droite. On obtient une estimation de la puissance asymptotique pour des alternatives approchées. On étudie par simulation des propriétés du test pour des échantillons finis. Le test est plus puissant que les tests classiques quand les marginales diffèrent en paramètre de forme.
We present a test for the equality of marginals of bi-dimensional distribution functions under censoring. The asymptotic power of the test under approaching alternatives and the simulation analysis for finite samples are done. The test is more powerful than classical tests in situations where the marginals differ in shape parameters.
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@article{CRMATH_2007__344_8_509_0,
author = {Bagdonavi\v{c}ius, Vilijandas and Levuliene, Ruta and Nikulin, Mikhail},
title = {A test for the equality of marginal distributions},
journal = {Comptes Rendus. Math\'ematique},
pages = {509--514},
publisher = {Elsevier},
volume = {344},
number = {8},
year = {2007},
doi = {10.1016/j.crma.2007.03.001},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2007.03.001/}
}
TY - JOUR AU - Bagdonavičius, Vilijandas AU - Levuliene, Ruta AU - Nikulin, Mikhail TI - A test for the equality of marginal distributions JO - Comptes Rendus. Mathématique PY - 2007 SP - 509 EP - 514 VL - 344 IS - 8 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2007.03.001/ DO - 10.1016/j.crma.2007.03.001 LA - en ID - CRMATH_2007__344_8_509_0 ER -
%0 Journal Article %A Bagdonavičius, Vilijandas %A Levuliene, Ruta %A Nikulin, Mikhail %T A test for the equality of marginal distributions %J Comptes Rendus. Mathématique %D 2007 %P 509-514 %V 344 %N 8 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2007.03.001/ %R 10.1016/j.crma.2007.03.001 %G en %F CRMATH_2007__344_8_509_0
Bagdonavičius, Vilijandas; Levuliene, Ruta; Nikulin, Mikhail. A test for the equality of marginal distributions. Comptes Rendus. Mathématique, Tome 344 (2007) no. 8, pp. 509-514. doi : 10.1016/j.crma.2007.03.001. http://www.numdam.org/articles/10.1016/j.crma.2007.03.001/
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