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Title

Parametric and permutation testing for multivariate monotonic alternatives
Authors

Abouzar Bazyari
Fortunato Pesarin
Journal / Anthology

Statistics and Computing
Year: 2013
Volume: 23
Page range: 639652
Description

We are firstly interested in testing the homogeneity of k mean vectors against two-sided restricted alternatives separately in multivariate normal distributions. This problem is a multivariate extension of Bartholomew (in Biometrica 46:328335, 1959b) and an extension of Sasabuchi et al. (in Biometrica 70:465472, 1983) and Kulatunga and Sasabuchi (in Mem. Fac. Sci., Kyushu Univ. Ser. A: Mathematica 38:151161, 1984) to two-sided ordered hypotheses. We examine the problem of testing under two separate cases. One case is that covariance matrices are known, the other one is that covariance matrices are unknown but common. For the general case that covariance matrices are known the test statistic is obtained using the likelihood ratio method. When the known covariance matrices are common and diagonal, the null distribution of test statistic is derived and its critical values are computed at different significance levels. A Monte Carlo study is also presented to estimate the power of the test. A test statistic is proposed for the case when the common covariance matrices are unknown. Since it is difficult to compute the exact p-value for this problem of testing with the classical method when the covariance matrices are completely unknown, we first present a reformulation of the test statistic based on the orthogonal projections on the closed convex cones and then determine the upper bounds A. Bazyari () Department of Statistics, Persian Gulf University, Bushehr 75168, Iran e-mail: ab_bazyari@yahoo.com F. Pesarin Department of Statistical Sciences, Padova University, Padova, Italy e-mail: pesarin@stat.unipd.it for its p-values. Also we provide a general nonparametric solution based on the permutation approach and nonparametric combination of dependent tests.
Subject

*Mathematics > Probability and Statistics