Robustness to non-normality of common tests for the many-sample location problem.
Selective F tests for sub-normal models
F tests that are specially powerful for selected alternatives are built for sub-normal models. In these models the observation vector is the sum of a vector that stands for what is measured with a normal error vector, both vectors being independent. The results now presented generalize the treatment given by Dias (1994) for normal fixed-effects models, and consider the testing of hypothesis on the ordering of mean values and components.
Siegel's test for periodic components in multiple time series and its application in engineering practice
Simultaneous rank test procedures
Simultaneous rank test procedures are proposed for testing of randomness concerning some marginals. The considered test procedures are analogous to those introduced by Krishnaiah for classical normal theory (see Krishnaiah (1965) Ann. Inst. Statist. Math. 17, 35-53).
Some remarks on the control of false discovery rate under dependence
We investigate controlling false discovery rate (FDR) under dependence. Our main result is a generalization of the results obtained by Genovese and Wasserman (2004) and Farcomeni (2007).
Some remarks to multivariate regression model
Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.
Statistique informatique science ou outil ?
Structural breaks in dependent, heteroscedastic, and extremal panel data
New statistical procedures for a change in means problem within a very general panel data structure are proposed. Unlike classical inference tools used for the changepoint problem in the panel data framework, we allow for mutually dependent panels, unequal variances across the panels, and possibly an extremely short follow up period. Two competitive ratio type test statistics are introduced and their asymptotic properties are derived for a large number of available panels. The proposed tests are...
Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix
2000 Mathematics Subject Classification: 62H15, 62H12.We consider variables with joint multivariate normal distribution and suppose that the sample correlation matrix has missing elements, located in one and the same column. Under these assumptions we derive the maximum likelihood ratio test for independence of the variables. We obtain also the maximum likelihood estimations for the missing values.
Test of linear hypothesis in multivariate models
In regular multivariate regression model a test of linear hypothesis is dependent on a structure and a knowledge of the covariance matrix. Several tests procedures are given for the cases that the covariance matrix is either totally unknown, or partially unknown (variance components), or totally known.
Testing block sphericity of a covariance matrix.
Testing hypotheses in universal models
A linear regression model, when a design matrix has not full column rank and a covariance matrix is singular, is considered. The problem of testing hypotheses on mean value parameters is studied. Conditions when a hypothesis can be tested or when need not be tested are given. Explicit forms of test statistics based on residual sums of squares are presented.
Testing statistical hypotheses in deformation measurement; one generalization of the Scheffé theorem
Tests de la razón de verosimilitud para medias de poblaciones normales, sujetas a restricciones.
This paper shows the statistics that define the likelihood ratio tests about the mean of a k-dimensional normal population, when the hypotheses to test are H0: θ = 0; H0*: θ ∈ τφ; H1: θ ∈ τ; H2: θ ∈ Rk, being τ a closed and poliedric convex cone in Rk, and τφ the minima dimension face in τ.It is proved that the obtained statistics distributions are certain combinations of chi-squared distributions, when θ = 0.At last, it is proved that the power functions of the tests satisfy some desirable properties....
Tests d'homogénéité entre indices de redondance pour des lois elliptiques
Tests for Marginal Symmetry in Contingency Tables.
Tests for profile analysis based on two-step monotone missing data
In this paper, we consider profile analysis for the observations with two-step monotone missing data. There exist three interesting hypotheses - the parallelism hypothesis, level hypothesis, and flatness hypothesis - when comparing the profiles of some groups. The T²-type statistics and their asymptotic null distributions for the three hypotheses are given for two-sample profile analysis. We propose the approximate upper percentiles of these test statistics. When the data do not have missing observations,...
Tests in weakly nonlinear regression model
In weakly nonlinear regression model a weakly nonlinear hypothesis can be tested by linear methods if an information on actual values of model parameters is at our disposal and some condition is satisfied. In other words we must know that unknown parameters are with sufficiently high probability in so called linearization region. The aim of the paper is to determine this region.
Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions
Test statistics for testing some hypotheses on characteristic roots of covariance matrices are presented, their asymptotic distribution is derived and a confidence interval for the proportional sum of the characteristic roots is constructed. The resulting procedures are robust against violation of the normality assumptions in the sense that they asymptotically possess chosen significance level provided that the population characteristic roots are distinct and the covariance matrices of certain quadratic...
The relative potency of two preparations applied in the supplemented block design with multivariate responses.
The method of point and interval estimation of the relative potency of two preparations: Standard and Test in the multivariate case is presented. General formulae for testing the hypotheses about the parallelism of regression lines and the relative potency have been adopted to experiments in which doses of preparations are applied in the supplemented block designs. The designs of this kind, with two groups of treatments, the first group comprising the doses of the Standard preparation and the second...