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Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem

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  • Janssen, Arnold

Abstract

It is shown that permutation tests based on studentized statistics are asymptotically exact of size [alpha] also under certain extended non-i.i.d. null hypotheses. To demonstrate the principle the results are applied to the generalized two-sample Behrens-Fisher problem for testing equality of the means under general non-parametric heterogeneous error distributions. Within this setting we propose a permutation version of the Welch test which is an extension of Pitman's two-sample permutation test. These results are special cases of a conditional central limit theorem for studentized permutation statistics which also applies to asymptotic power functions.

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  • Janssen, Arnold, 1997. "Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 9-21, November.
    • Handle: RePEc:eee:stapro:v:36:y:1997:i:1:p:9-21
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    References listed on IDEAS

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    1. A. Janssen, 1989. "Local asymptotic normality for randomly censored models with applications to rank tests," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 43(2), pages 109-125, June.
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