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Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
- The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.
| Verfasserangaben: | Daniel Gaigall |
|---|---|
| DOI: | https://doi.org/10.1080/03610926.2020.1805767 |
| ISSN: | 1532-415X |
| Titel des übergeordneten Werkes (Englisch): | Communications in Statistics - Theory and Methods |
| Verlag: | Taylor & Francis |
| Verlagsort: | London |
| Dokumentart: | Wissenschaftlicher Artikel |
| Sprache: | Englisch |
| Erscheinungsjahr: | 2020 |
| Datum der Erstveröffentlichung: | 14.08.2020 |
| Datum der Publikation (Server): | 16.01.2023 |
| Freies Schlagwort / Tag: | Brownian Pillow; Hoeffding-Blum-Kiefer-Rosenblatt independence test; not identically distributed; random effects meta-regression model |
| Jahrgang: | 51 |
| Ausgabe / Heft: | 12 |
| Erste Seite: | 4006 |
| Letzte Seite: | 4028 |
| Link: | https://doi.org/10.1080/03610926.2020.1805767 |
| Zugriffsart: | bezahl |
| Fachbereiche und Einrichtungen: | FH Aachen / Fachbereich Medizintechnik und Technomathematik |
| collections: | Verlag / Taylor & Francis |
