A permutation test for multivariate data with grouped components
- Authors
- Park, Hyo-Il; Hong, Seung-Man
- Issue Date
- 2010
- Publisher
- ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
- Keywords
- grouped data; liner rank statistic; multivariate data; nonparametric test; permutation principle
- Citation
- JOURNAL OF APPLIED STATISTICS, v.37, no.5, pp.767 - 778
- Indexed
- SCIE
SCOPUS
- Journal Title
- JOURNAL OF APPLIED STATISTICS
- Volume
- 37
- Number
- 5
- Start Page
- 767
- End Page
- 778
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/118679
- DOI
- 10.1080/02664760902889973
- ISSN
- 0266-4763
- Abstract
- In this paper, we consider a nonparametric test procedure for multivariate data with grouped components under the two sample problem setting. For the construction of the test statistic, we use linear rank statistics which were derived by applying the likelihood ratio principle for each component. For the null distribution of the test statistic, we apply the permutation principle for small or moderate sample sizes and derive the limiting distribution for the large sample case. Also we illustrate our test procedure with an example and compare with other procedures through simulation study. Finally, we discuss some additional interesting features as concluding remarks.
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- Appears in
Collections - College of Public Policy > Division of Big Data Science > 1. Journal Articles
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