A new permutation test statistic for K‐sample multivariate designs

A new permutation test statistic for K‐sample multivariate designs We consider permutation tests based on a likelihood ratio like statistic for the one way or k‐sample design where the observations are l‐dimensional vectors. This generalizes both the univariate k‐sample case and the two sample multivariate case used in the examples of Kolassa and Robinson. We also give a saddlepoint approximation for the permutation test. Numerical examples are given to illustrate the accuracy of the saddlepoint approximation and the improvement in the power of the tests compared to the classical statistics in the case of long tailed error distributions and no loss of power for normal error distributions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Australian & New Zealand Journal of Statistics Wiley

A new permutation test statistic for K‐sample multivariate designs

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Publisher
Wiley
Copyright
Copyright © 2018 Australian Statistical Publishing Association Inc.
ISSN
1369-1473
eISSN
1467-842X
D.O.I.
10.1111/anzs.12188
Publisher site
See Article on Publisher Site

Abstract

We consider permutation tests based on a likelihood ratio like statistic for the one way or k‐sample design where the observations are l‐dimensional vectors. This generalizes both the univariate k‐sample case and the two sample multivariate case used in the examples of Kolassa and Robinson. We also give a saddlepoint approximation for the permutation test. Numerical examples are given to illustrate the accuracy of the saddlepoint approximation and the improvement in the power of the tests compared to the classical statistics in the case of long tailed error distributions and no loss of power for normal error distributions.

Journal

Australian & New Zealand Journal of StatisticsWiley

Published: Jan 1, 2018

Keywords: ;

References

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