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.
Author: | Daniel Gaigall |
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DOI: | https://doi.org/10.1080/03610926.2020.1805767 |
ISSN: | 1532-415X |
Parent Title (English): | Communications in Statistics - Theory and Methods |
Publisher: | Taylor & Francis |
Place of publication: | London |
Document Type: | Article |
Language: | English |
Year of Completion: | 2020 |
Date of first Publication: | 2020/08/14 |
Tag: | Brownian Pillow; Hoeffding-Blum-Kiefer-Rosenblatt independence test; not identically distributed; random effects meta-regression model |
Volume: | 51 |
Issue: | 12 |
First Page: | 4006 |
Last Page: | 4028 |
Link: | https://doi.org/10.1080/03610926.2020.1805767 |
Zugriffsart: | bezahl |
Institutes: | FH Aachen / Fachbereich Medizintechnik und Technomathematik |
collections: | Verlag / Taylor & Francis |