IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v29y2017i3p515-530.html
   My bibliography  Save this article

A likelihood ratio like permutation test for one way designs

Author

Listed:
  • Inga Samonenko
  • John Robinson

Abstract

We consider permutation tests based on a likelihood ratio like statistic for the one way or k sample design used in an example in Kolassa and Robinson [(2011), ‘Saddlepoint Approximations for Likelihood Ratio Like Statistics with Applications to Permutation Tests’, Annals of Statistics, 39, 3357–3368]. We give explicitly the region in which the statistic exists, obtaining results which permit calculation of the statistic on the boundary of this region. Numerical examples are given to illustrate improvement in the power of the tests compared to the classical statistics for long-tailed error distributions and no loss of power for normal error distributions.

Suggested Citation

  • Inga Samonenko & John Robinson, 2017. "A likelihood ratio like permutation test for one way designs," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(3), pages 515-530, July.
    • Handle: RePEc:taf:gnstxx:v:29:y:2017:i:3:p:515-530
    DOI: 10.1080/10485252.2017.1324967
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485252.2017.1324967
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/10485252.2017.1324967?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Jin, Rungao & Robinson, John, 1999. "Saddlepoint approximation near the endpoints of the support," Statistics & Probability Letters, Elsevier, vol. 45(4), pages 295-303, December.
    2. Osipov, L. V., 1981. "On large deviations for sums of random vectors in Rk," Journal of Multivariate Analysis, Elsevier, vol. 11(2), pages 115-126, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lorenzo Camponovo & Taisuke Otsu, 2017. "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series 593, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Joutard, Cyrille, 2014. "Asymptotic approximation for the probability density function of an arbitrary sequence of random variables," Statistics & Probability Letters, Elsevier, vol. 90(C), pages 100-107.
    3. Niranjan Nagarajan & Uri Keich, 2009. "Reliability and efficiency of algorithms for computing the significance of the Mann–Whitney test," Computational Statistics, Springer, vol. 24(4), pages 605-622, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:gnstxx:v:29:y:2017:i:3:p:515-530. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.