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Activity Number:
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141
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Type:
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Contributed
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Date/Time:
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Monday, August 4, 2008 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #302078 |
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Title:
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A Nonparametric Version of Wilks' Lambda -- Asymptotic Results and Small Sample Approximations
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Author(s):
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Arne Bathke*+ and Solomon W. Harrar
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Companies:
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University of Kentucky and University of Montana
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Address:
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Department of Statistics, Lexington, KY, 40506-0027,
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Keywords:
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Multivariate Data ; Likelihood Ratio Test ; Rank-Based Test
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Abstract:
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We propose a nonparametric version of Wilks' Lambda (the multivariate likelihood ratio test) and investigate its asymptotic properties under different scenarios. We also evaluate different small sample approximations by performing simulations with parameter settings that are motivated by clinical and agricultural data. Application of the proposed method is illustrated by an example.
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