Most powerful invariant permutation tests

For testing that a distribution is invariant under the action of a finite group (e.g., the distribution is exchangeable) a most powerful test, against a specific alternative, among the class of tests invariant under a second, arbitrary group is obtained. After a class of permutation tests suitable for multivariate testing problems is described, application is made to a multivariate, nonparametric, two-sample problem.

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Year of publication:	1992
Authors:	Runger, George C. ; Eaton, M. L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 42.1992, 2, p. 202-209
Publisher:	Elsevier
Keywords:	multivariate test Hotelling's T2 nonparametric test hypothesis test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005006436