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A permutation test for multivariate data with grouped components

Author

Listed:
  • Hyo-Il Park
  • Seung-Man Hong

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.

Suggested Citation

  • Hyo-Il Park & Seung-Man Hong, 2010. "A permutation test for multivariate data with grouped components," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 767-778.
  • Handle: RePEc:taf:japsta:v:37:y:2010:i:5:p:767-778
    DOI: 10.1080/02664760902889973
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