Rank-based multiple test procedures and simultaneous confidence intervals
By Frank Konietschke, Ludwig A. Hothorn, Edgar Brunner. 2012
178 citations recorded by the source corpus.
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 rankbased 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.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/a79fa43579c2c35fad8a477c303f3aed34c20fba
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In Management Science and Operations Research
- Frank Konietschke
- Edgar Brunner
- Frank Schaarschmidt
- Ludwig A. Hothorn
- Marius Placzek
- Markus Pauly
- Madan Lal Puri
- Peng Ding
In Statistics and Probability
- Frank Konietschke
- Edgar Brunner
- Markus Pauly
- Ludwig A. Hothorn
- Frank Schaarschmidt
- Marius Placzek
- Madan Lal Puri
- Peng Ding
Citations in the corpus
- Rank‐based procedures in factorial designs: hypotheses about non‐parametric treatment effects (2016, methodology): “For instance, g.x/ = x, or g.x/ = logit.x/ are typical choices (Konietschke et al., 2012).”
- nparcomp: An R Software Package for Nonparametric Multiple Comparisons and Simultaneous Confidence Intervals (2015, methodology): “We hereby propose algorithms for single step MCTP proposed by Steel (1960), Konietschke et al. (2012a) as well as stepwise procedures derived by Gao, Alvo, Chen, and Li (2008).”