Permutation Tests at Nonparametric Rates
نویسندگان
چکیده
Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control testing parameters that summarize each distribution. This article proposes are estimated at root-n or slower rates. Our general framework applies both parametric and nonparametric models, with two samples one sample split into subsamples. correct asymptotically while preserving when equal. They no loss local asymptotic power compared use critical values. We propose confidence sets coverage large also if equal up a transformation. apply our theory four commonly-used hypothesis functions evaluated point. Lastly, simulations show good properties, empirical examples illustrate practice. Supplementary materials this available online.
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2022
ISSN: ['0162-1459', '1537-274X', '2326-6228', '1522-5445']
DOI: https://doi.org/10.1080/01621459.2022.2087660