About: Nonparametric Multivariate Rank Tests and their Unbiasedness

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Nonparametric Multivariate Rank Tests and their Unbiasedness Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17 (1965) 261–263]; he found an alternative against which the Wilcoxon test is not unbiased. The problem is even more serious in multivariate models. When testing the hypothesis against an alternative which fits well with the experiment, it should be verified whether the power of the test under this alternative cannot be smaller than the significance level. Surprisingly, this serious problem is not frequently considered in the literature. The present paper considers the two-sample multivariate testing problem. We construct several rank tests which are finite-sample unbiased against a broad class of location/scale alternatives and are finite-sample distribution-free under the hypothesis and alternatives. Each of them is locally most powerful against a specific alternative of the Lehmann type. Their powers against some alternatives are numerically compared with each other and with other rank and classical tests. The question of affine invariance of two-sample multivariate tests is also discussed. Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17 (1965) 261–263]; he found an alternative against which the Wilcoxon test is not unbiased. The problem is even more serious in multivariate models. When testing the hypothesis against an alternative which fits well with the experiment, it should be verified whether the power of the test under this alternative cannot be smaller than the significance level. Surprisingly, this serious problem is not frequently considered in the literature. The present paper considers the two-sample multivariate testing problem. We construct several rank tests which are finite-sample unbiased against a broad class of location/scale alternatives and are finite-sample distribution-free under the hypothesis and alternatives. Each of them is locally most powerful against a specific alternative of the Lehmann type. Their powers against some alternatives are numerically compared with each other and with other rank and classical tests. The question of affine invariance of two-sample multivariate tests is also discussed. (en)
Title	Nonparametric Multivariate Rank Tests and their Unbiasedness Nonparametric Multivariate Rank Tests and their Unbiasedness (en)
skos:prefLabel	Nonparametric Multivariate Rank Tests and their Unbiasedness Nonparametric Multivariate Rank Tests and their Unbiasedness (en)
skos:notation	RIV/67985807:_____/12:00383505!RIV13-AV0-67985807
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA201/09/0133), P(LC06024), Z(AV0Z10300504), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Kalina, Jan
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav informatiky AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	154420
http://linked.open...ai/riv/idVysledku	RIV/67985807:_____/12:00383505
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	affine invariance; contiguity; Kolmogorov–Smirnov test; Lehmann alternatives; Liu–Singh test; Psi test; Savage test; two-sample multivariate model; unbiasedness; Wilcoxon test (en)
http://linked.open.../riv/klicoveSlovo	Wilcoxon test affine invariance Kolmogorov–Smirnov test Lehmann alternatives Liu–Singh test Psi test Savage test contiguity two-sample multivariate model unbiasedness
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[F8249F41759A]
http://linked.open...i/riv/nazevZdroje	Bernoulli
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Robust models with transformed data and measurement errors Jaroslav Hájek Center for Theoretical and Applied Statistics
http://linked.open...UplatneniVysledku	2012
http://linked.open...v/svazekPeriodika	18
http://linked.open...iv/tvurceVysledku	Kalina, Jan Jurečková, J.
http://linked.open...ain/vavai/riv/wos	000300801000010
http://linked.open...n/vavai/riv/zamer	Informatika pro informační společnost: modely, algoritmy, aplikace Metody moderní matematiky a jejich aplikace
issn	1350-7265
number of pages	23 (xsd:int)
http://bibframe.org/vocab/doi	10.3150/10-BEJ326

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software