Details
| Original language | English |
|---|---|
| Pages (from-to) | 4006-4028 |
| Number of pages | 23 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 51 |
| Issue number | 12 |
| Early online date | 14 Aug 2020 |
| Publication status | Published - 2022 |
Abstract
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.
Keywords
- 62G08, 62G10, Brownian pillow, Hoeffding-Blum-Kiefer-Rosenblatt independence test, not identically distributed, random effects meta-regression model
ASJC Scopus subject areas
- Mathematics(all)
- Statistics and Probability
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In: Communications in Statistics - Theory and Methods, Vol. 51, No. 12, 2022, p. 4006-4028.
Research output: Contribution to journal › Article › Research › peer review
}
TY - JOUR
T1 - Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
AU - Gaigall, Daniel
N1 - Funding information: The author wishes to thank the two referees for very helpful comments and suggestions.
PY - 2022
Y1 - 2022
N2 - 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.
AB - 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.
KW - 62G08
KW - 62G10
KW - Brownian pillow
KW - Hoeffding-Blum-Kiefer-Rosenblatt independence test
KW - not identically distributed
KW - random effects meta-regression model
UR - http://www.scopus.com/inward/record.url?scp=85089448853&partnerID=8YFLogxK
U2 - 10.1080/03610926.2020.1805767
DO - 10.1080/03610926.2020.1805767
M3 - Article
VL - 51
SP - 4006
EP - 4028
JO - Communications in Statistics - Theory and Methods
JF - Communications in Statistics - Theory and Methods
SN - 0361-0926
IS - 12
ER -