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

Loading next page...
 
/lp/wiley/a-new-permutation-test-statistic-for-k-sample-multivariate-designs-BkhuAbLLhd
Publisher
Wiley Subscription Services, Inc., A Wiley Company
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

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

Monthly Plan

  • Read unlimited articles
  • Personalized recommendations
  • No expiration
  • Print 20 pages per month
  • 20% off on PDF purchases
  • Organize your research
  • Get updates on your journals and topic searches

$49/month

Start Free Trial

14-day Free Trial

Best Deal — 39% off

Annual Plan

  • All the features of the Professional Plan, but for 39% off!
  • Billed annually
  • No expiration
  • For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.

$588

$360/year

billed annually
Start Free Trial

14-day Free Trial