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August 2020 Improved $U$-tests for variance components in one-way random effects models
Juvêncio Santos Nobre, Julio M. Singer, Maria J. Batista
Braz. J. Probab. Stat. 34(3): 464-477 (August 2020). DOI: 10.1214/19-BJPS436

Abstract

Based on a decomposition of a $U$-statistic, Nobre, Singer and Silvapulle (In Beyond Parametrics in Interdisciplinary Research, Festschrift to P.K. Sen (2008) 197–210 Institute of Mathematical Statistics) proposed a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null, specially useful when very mild assumptions are imposed on the underlying distributions. We consider a bootstrap version of that $U$-test and evaluate its performance via simulation studies in different scenarios. The bootstrap $U$-test has better statistical properties than the original test even in small samples. Furthermore, it is easy to implement and has a low computational cost. We consider two examples with unbalanced small sample datasets, for illustrative purposes.

Citation

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Juvêncio Santos Nobre. Julio M. Singer. Maria J. Batista. "Improved $U$-tests for variance components in one-way random effects models." Braz. J. Probab. Stat. 34 (3) 464 - 477, August 2020. https://doi.org/10.1214/19-BJPS436

Information

Received: 1 November 2018; Accepted: 1 March 2019; Published: August 2020
First available in Project Euclid: 20 July 2020

zbMATH: 07232908
MathSciNet: MR4124536
Digital Object Identifier: 10.1214/19-BJPS436

Rights: Copyright © 2020 Brazilian Statistical Association

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Vol.34 • No. 3 • August 2020
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