Rank-based multiple test procedures and simultaneous confidence intervals

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Konietschke, F.; Hothorn, L.A.; Brunner, E.: Rank-based multiple test procedures and simultaneous confidence intervals. In: Electronic Journal of Statistics 6 (2012), S. 738-759. DOI: https://doi.org/10.1214/12-EJS691

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To cite the version in the repository, please use this identifier: https://doi.org/10.15488/1673

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Sum total of downloads: 179




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Abstract: 
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.
License of this version: CC BY 4.0 Unported
Document Type: Article
Publishing status: publishedVersion
Issue Date: 2012
Appears in Collections:Naturwissenschaftliche Fakultät

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downloads by country:

pos. country downloads
total perc.
1 image of flag of Germany Germany 102 56.98%
2 image of flag of United States United States 36 20.11%
3 image of flag of China China 13 7.26%
4 image of flag of No geo information available No geo information available 5 2.79%
5 image of flag of United Kingdom United Kingdom 3 1.68%
6 image of flag of Korea, Republic of Korea, Republic of 2 1.12%
7 image of flag of Italy Italy 2 1.12%
8 image of flag of Europe Europe 2 1.12%
9 image of flag of Egypt Egypt 2 1.12%
10 image of flag of Switzerland Switzerland 2 1.12%
    other countries 10 5.59%

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