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

Arnold Janssen

Statistics & Probability Letters, 1997, vol. 36, issue 1, 9-21

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.

Keywords: Behrens-Fisher; problem; Permutation; test; Permutation; statistic; Conditional; central; limit; theorem; Survival; test (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (29)

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