Title: Optimal tests for unordered paired observations
Authors: Laura Dumitrescu - Victoria University of Wellington (New Zealand)
Laura Dumitrescu - Victoria University of Wellington (New Zealand) [presenting]
Abstract: Within a nonparametric framework, the problem of testing the equality of marginal distributions for samples of bivariate data, with unobservable order in each pair, is considered. The approach is based on a symmetrized empirical process and it is shown what the loss is (due to the restriction of observability) in terms of the power of the tests. Furthermore, linear statistics that are asymptotically optimal for testing the equality of marginal distributions against contiguous alternatives are obtained. The advantage of the proposed approach is that it leads to whole a class of test statistics which are asymptotically distribution free, but also, that local alternatives of dependence can be detected.