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Bootstrap and Randomization Tests of some Nonparametric Hypotheses
Open accessAbstract
In this paper, the asymptotic behavior of some nonparametric tests is studied in situations where both bootstrap tests and randomization tests are applicable. Under fairly general conditions, the tests are asymptotically equivalent in the sense that the resulting critical values and power functions are appropriately close. This implies, among other things, that the difference in the critical functions of the tests, evaluated at the observed data, tends to 0 in probability. Randomization tests may be preferable since an exact desired level of the test may be obtained for finite samples. Examples considered are: testing independence, testing for spherical symmetry, testing for exchangeability, testing for homogeneity, and testing for a change point.
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Cited by
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Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
Romano, J. P., & Wolf, M. (2005) · Journal of the American Statistical Association · doi:10.1198/016214504000000539 · Cited by 609
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Crowley, P. (1992) · Annual Review of Ecology and Systematics · doi:10.1146/annurev.ecolsys.23.1.405 · Cited by 417
Lele, S., & Richtsmeier, J. T. (1991) · American Journal of Physical Anthropology · doi:10.1002/ajpa.1330860307 · Cited by 329
Metadata
- Authors
- Romano, J. P.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical Statistics
- Published
- 1989-03-01
- Volume
- 17
- Issue
- 1
- ISSN
- 0090-5364 (ISSN-L)
- OpenAlex
- W1989133995
- Cited by
- 201
- References
- 0
- FWCI
- 8.27
- Type
- journal article
- Language
- en
- Open access
- bronze
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