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Weighted quantile correlation test for the logistic family

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Abstract

We summarize the results of investigating the asymptotic behavior of the weighted quantile correlation tests for the location-scale family associated to the logistic distribution. Explicit representations of the limiting distribution are given in terms of integrals of weighted Brownian bridges or alternatively as infinite series of independent Gaussian random variables. The power of this test and the test for the location logistic family against some alternatives are demonstrated by numerical simulations.

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Acknowledgements

The authors are grateful to S. Csörgő for suggesting the problem and to G. Pap for useful comments and suggestions after carefully reading the manuscript.

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Author notes

  1. Ferenc Balogh

    Present address: SISSA (Scuola Internazionale Superiore di Studi Avanzati), via Bonomea, 265, Trieste, Italy

  2. Éva Krauczi

    Present address: Department of Mathematics, College of Kecskemét, Izsáki út 10, Kecskemét, Hungary, 6000

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    1. Ferenc Balogh
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    2. Éva Krauczi
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    Correspondence to Ferenc Balogh or Éva Krauczi.

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    Communicated by G. Pap

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    Balogh, F., Krauczi, É. Weighted quantile correlation test for the logistic family. ActaSci.Math. 80, 307–326 (2014). https://doi.org/10.14232/actasm-013-809-8

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    • DOI: https://doi.org/10.14232/actasm-013-809-8

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