Most powerful invariant permutation tests

George C. Runger; M. L. Eaton

doi:10.1016/0047-259X(92)90043-F

Most powerful invariant permutation tests

George C. Runger, M. L. Eaton

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	202-209
Number of pages	8
Journal	Journal of Multivariate Analysis
Volume	42
Issue number	2
DOIs	https://doi.org/10.1016/0047-259X(92)90043-F
State	Published - Aug 1992
Externally published	Yes

Keywords

Hotelling's T
hypothesis test
multivariate test
nonparametric test

ASJC Scopus subject areas

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

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10.1016/0047-259X(92)90043-F

Cite this

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KW - nonparametric test

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Most powerful invariant permutation tests

Abstract

Keywords

ASJC Scopus subject areas

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