Rank-based multiple test procedures and simultaneous confidence intervals

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dc.identifier.uri http://dx.doi.org/10.15488/1673
dc.identifier.uri http://www.repo.uni-hannover.de/handle/123456789/1698
dc.contributor.author Konietschke, Frank
dc.contributor.author Hothorn, Ludwig A.
dc.contributor.author Brunner, Edgar
dc.date.accessioned 2017-07-04T10:06:05Z
dc.date.available 2017-07-04T10:06:05Z
dc.date.issued 2012
dc.identifier.citation 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
dc.description.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. eng
dc.description.sponsorship DFG/Br 655/16-1
dc.description.sponsorship DFG/HO 1687/9-1
dc.language.iso eng
dc.publisher Bethesda, MD : Institute of Mathematical Statistics (IMS)
dc.relation.ispartofseries Electronic Journal of Statistics 6 (2012)
dc.rights CC BY 4.0
dc.rights.uri https://creativecommons.org/licenses/by/4.0/
dc.subject Multiple comparisons eng
dc.subject Nonparametric Behrens-Fisher problem eng
dc.subject Rank statistics eng
dc.subject.ddc 510 | Mathematik ger
dc.title Rank-based multiple test procedures and simultaneous confidence intervals
dc.type article
dc.type Text
dc.relation.issn 1935-7524
dc.relation.doi https://doi.org/10.1214/12-EJS691
dc.bibliographicCitation.volume 6
dc.bibliographicCitation.firstPage 738
dc.bibliographicCitation.lastPage 759
dc.description.version publishedVersion
tib.accessRights frei zug�nglich

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