A0328
Title: The k-sample problem using Gini covariance for large k
Authors: M Remedios Sillero-Denamiel - University of Seville (Spain) [presenting]
Maria Dolores Jimenez-Gamero - Universidad de Sevilla (Spain)
Abstract: Given k populations and assuming that independent samples are available from each of them, the problem of testing for the equality of the k populations is addressed. With this aim, an unbiased estimator of the Gini covariance is taken as a test statistic. In contrast to the classical setting, where k is kept fixed, and the sample size from each population increases without bounds, k is assumed to be large, and the size of each sample is small in comparison to k. The asymptotic distribution of the test statistic is stated under the null hypothesis as well as under alternatives, which allows studying the consistency of the test. Specifically, it is shown that the test statistic is asymptotically free distributed under the null hypothesis. The finite sample performance of the test based on the asymptotic null distribution is studied via simulation. The proposal is applied to a real data set.
