Electronic Journal of Statistics

A studentized permutation test for the nonparametric Behrens-Fisher problem in paired data

Frank Konietschke and Markus Pauly

Full-text: Open access

Abstract

We consider nonparametric ranking methods for matched pairs, whose distributions can have different shapes even under the null hypothesis of no treatment effect. Although the data may not be exchangeable under the null, we investigate a permutation approach as a valid procedure for finite sample sizes. In particular, we derive the limit of the studentized permutation distribution under alternatives, which can be used for the construction of $(1-\alpha)$-confidence intervals. Simulation studies show that the new approach is more accurate than its competitors. The procedures are illustrated using a real data set.

Article information

Source
Electron. J. Statist. Volume 6 (2012), 1358-1372.

Dates
First available in Project Euclid: 26 July 2012

Permanent link to this document
http://projecteuclid.org/euclid.ejs/1343310300

Digital Object Identifier
doi:10.1214/12-EJS714

Mathematical Reviews number (MathSciNet)
MR2988450

Zentralblatt MATH identifier
1334.62084

Keywords
Confidence intervals heteroscedasticity matched pairs nonparametric Behrens-Fisher problem rank statistics resampling

Citation

Konietschke, Frank; Pauly, Markus. A studentized permutation test for the nonparametric Behrens-Fisher problem in paired data. Electron. J. Statist. 6 (2012), 1358--1372. doi:10.1214/12-EJS714. http://projecteuclid.org/euclid.ejs/1343310300.


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