Some remarks on permutation type tests in linear models

• Autorzy: Marie Husková , Jan Picek
• Języki publikacji: EN

Abstrakty

EN

The paper discusses applications of permutation arguments in testing problems in linear models. Particular attention will be paid to the application in L₁-test procedures. Theoretical results will beaccompanied by a simulation study.

Słowa kluczowe

EN

hypotheses testing; linear regression models; L₁- and L₂ - procedures

Kategorie tematyczne

• 60F17: Functional limit theorems; invariance principles
• 62G20: Asymptotic properties
• 62E20: Asymptotic distribution theory

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2004
• Tom: 24
• Numer: 2
• Strony: 151-181

Daty

wydano

2004

otrzymano

2003-12-03

Twórcy

autor

Marie Husková

• Charles University of Prague, Department of Statistics, Sokolovská 83, CZ - 186 75 Praha 8, Czech Republic
• UTIA Czech Academy of Sciences, Czech Republic

autor

Jan Picek

• Technical University of Liberec, Department of Applied Mathematics, Hálkova 6, CZ-461 17 Liberec, Czech Republic

Bibliografia

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• [15] B.F.J. Manly, Randomization and Monte-Carlo Methods in Biology, London: Chapman and Hall 1991.
• [16] D.N. Politis, J.P. Romano and M. Wolf, Subsampling, Springer Verlag, New York 1999.
• [17] C.J.F. ter Braak, Permutations versus bootstrap significance in multiple regression and ANOVA, Bootstrapping and Related Techniques, eds. K.H. Jockel, G. Rotheand W. Sendler, Berlin-Springer-Verlag (1992), 79-86.
• [18] Shao Jun and Tu Dongsheng, The Jackknife and Bootstrap, Springer Verlag, New York 1995.
• [19] W.J. Welsh, Construction of permutation tests, Journal of the AmericanStatistical Association 85 (1990), 693-689.

Identyfikatory

DOI

10.7151/dmps.1051