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Rank-based multiple test procedures and simultaneous confidence intervals

机译:基于等级的多重测试程序和同时置信区间

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摘要

We study simultaneous rank procedures for unbalanced designs with independent observations. The hypotheses are formulated in terms of purely nonparametric treatment effects. In this context, we derive rank-based multiple contrast test procedures and simultaneous confidence intervals which take the correlation between the test statistics into account. Hereby, the individual test decisions and the simultaneous confidence intervals are compatible. This means, whenever an individual hypothesis has been rejected by the multiple contrast test, the corresponding simultaneous confidence interval does not include the null, i.e. the hypothetical value of no treatment effect. The procedures allow for testing arbitrary purely nonparametric multiple linear hypotheses (e.g. many-to-one, all-pairs, changepoint, or even average comparisons). We do not assume homogeneous variances of the data; in particular, the distributions can have different shapes even under the null hypothesis. Thus, a solution to the multiple nonparametric Behrens-Fisher problem is presented in this unified framework.
机译:我们研究具有独立观察结果的不平衡设计的同时秩程序。假设是根据纯粹的非参数处理效果来表述的。在这种情况下,我们推导了基于等级的多重对比测试程序和同时置信区间,其中考虑了测试统计数据之间的相关性。因此,各个测试决策和同时置信区间是兼容的。这意味着,每当单个假设被多重对比检验所拒绝时,相应的同时置信区间将不包含无效值,即无治疗效果的假设值。该程序允许测试任意纯粹的非参数多重线性假设(例如多对一,全对,变化点或什至平均比较)。我们不假定数据的均方差;特别是,即使在原假设下,分布也可以具有不同的形状。因此,在该统一框架中提出了多个非参数贝伦斯-费舍尔问题的解决方案。

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