In this paper we derive asymptotic x2-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...

This report extends the technique of testing single variance components with generalized fixed-level tests in situations when nuisance parameters make exact testing impossible to the more general way of testing hypotheses on linear forms of variance components. An extension of the definition of...

If the number of assessors in a difference test is not large enough to ensure the desired power of the testing procedure, then it is often advised to use assessors repeatedly. That is, each assessor performs the testing not just once but several times. There is a discussion going on, how results...

The target of our considerations is whether or not we can find significant differences between subgroups of consumers with respect to given hedonic variables. For this purpose a STATISconsensus is computed for each group and the dissimilarities between groups are judged with the help of the...

We propose a new test for the comparison of two regression curves, which is based on a difference of two marked empirical processes based on residuals. The large sample behaviour of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In...

In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through...

We consider the problem of testing hypotheses regarding the covariance matrix of multivariate normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently, several tests have been proposed in the case, where the sample size and dimension are of the same order, that...

Microarrays enable to measure the expression levels of tens of thousands of genes simultaneously. One important statistical question in such experiments is which of the several thousand genes are differentially expressed. Answering this question requires methods that can deal with multiple...