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The so-called independent component (IC) model states that the observed p-vectorX is generated via X=[Lambda]Z+[mu], where [mu] is a p-vector, [Lambda] is a full-rank matrix, and the centered random vector Z has independent marginals. We consider the problem of testing the null hypothesis on the...
Persistent link: https://www.econbiz.de/10005006423
A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get different weights. The test provides a robust and efficient alternative to normal theory based methods. Asymptotic theory is developed to find...
Persistent link: https://www.econbiz.de/10005153071
A general approach for developing distribution-free tests for general linear models based on simplicial depth is presented. In most relevant cases, the test statistic is a degenerated U-statistic so that the spectral decomposition of the conditional expectation of the kernel function is needed...
Persistent link: https://www.econbiz.de/10005153165
Clustered data arise commonly in practice and it is often of interest to estimate the mean response parameters as well as the association parameters. However, most research has been directed to address the mean response parameters with the association parameters relegated to a nuisance role....
Persistent link: https://www.econbiz.de/10005221548