| Abstract: | This paper is concerned with testing for umbrella alternatives in a k-sample location problem when the underlying populations have possibly different shapes. Following CHEN and WOLFE (1990b), rank-based modifications of the HETTMANSPERGER-NORTON (1987) tests are considered for both the settings where the peak of the umbrella is known and where it is unknown. The proposed procedures are exactly distribution-free when the continuous populations are identical with any shape. Moreover, the modified test for peak-known umbrella alternatives remains asymptotically distribution-free when the continuous populations are assumed to be symmetric, even if they differ in shapes. Comparative results of a Monte Carlo study are presented. |
