𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Permutation Tests for Multivariate Location Problems

✍ Scribed by Georg Neuhaus; Li-Xing Zhu

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
173 KB
Volume
69
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

The paper presents some permutation test procedures for multivariate location.

The tests are based on projected univariate versions of multivariate data. For one-sample cases, the tests are affine invariant and strictly distribution-free for the symmetric null distribution with elliptical direction and their permutation counterparts are conditionally distribution-free when the underlying null distribution of the sample is angularly symmetric. For multi-sample cases, the tests are also affine invariant and permutation counterparts of the tests are conditionally distributionfree for any null distribution with certain continuity. Hence all of the tests in this paper are exactly valid. Furthermore, the equivalence, in the large sample sense, between the tests and their permutation counterparts are established. The power behavior of the tests and of their permutation counterparts under local alternative are investigated. A simulation study shows the tests to perform well compared with some existing tests in the literature, particularly when the underlying null distribution is symmetric whether light-tailed or heavy-tailed. For revealing the influence of data sparseness on the effect of the test, some simulations with different dimensions are also performed.

πŸ“œ SIMILAR VOLUMES

Permutation Tests for Reflected Symmetry
Permutation Tests for Reflected Symmetry
✍ Georg Neuhaus; Li-Xing Zhu πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 360 KB

The paper presents a permutation procedure for testing reflected (or diagonal) symmetry of the distribution of a multivariate variable. The test statistics are based in empirical characteristic functions. The resulting permutation tests are strictly distribution free under the null hypothesis that t

On Distribution-Free Tests for the Multi
On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model
✍ Valentin Rousson πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 123 KB

In this paper, we propose simple exact procedures for testing both a location shift andΓ‚or a scale change between two multivariate distributions. Our tests are strictly distribution-free and can be made either scale invariant or rotation invariant. Our approach combines a generalization of the Wilco

Exact permutation tests for unreplicated
Exact permutation tests for unreplicated factorials
✍ Fortunato Pesarin; Luigi Salmaso πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 119 KB

## Abstract Exact permutation testing of effects in unreplicated two‐level multifactorial designs is developed based on the notion of realigning observations and on paired permutations. This approach preserves the exchangeability of error components for testing up to __k__ effects. Advantages and l

A Multivariate Permutation Test for the
A Multivariate Permutation Test for the Analysis of Arbitrarily Censored Survival Data
✍ R. Marcuson; E. Nordbrock πŸ“‚ Article πŸ“… 1981 πŸ› John Wiley and Sons 🌐 English βš– 232 KB πŸ‘ 3 views

## Abstract The exact generalization of GEHAN's (1965) two‐sample test for arbitrarily censored survival data has been overlooked by subsequent work on the multisample problem. We give this general covariance matrix and show how it may be used in test procedures. While this permutation test is less

Permutation tests for factorially design
Permutation tests for factorially designed neuroimaging experiments
✍ John Suckling; Ed Bullmore πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 235 KB

## Abstract Permutation methods for analysis of functional neuroimaging data acquired as factorially designed experiments are described and validated. The __F__ ratio was estimated for main effects and interactions at each voxel in standard space. Critical values corresponding to probability thresh