JSM 2005 - Toronto

Abstract #303259

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 519
Type: Contributed
Date/Time: Thursday, August 11, 2005 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #303259
Title: A Weighted Multivariate Sign Test for Cluster-Correlated Data
Author(s): Denis Larocque*+
Companies: HEC Montreal
Address: 3000 chemin de la cote sainte catherine, Montreal, PQ, H3T 2A7, Canada
Keywords: Cluster correlated ; Sign test ; Pitman efficiency
Abstract:

In this paper, we present a weighted multivariate sign test for cluster-correlated data. With this formulation of the test statistic, different weights can be assigned to observations from distinct clusters. In particular, the cluster sizes and correlation structure can be taken into account in the choice of the weights. Asymptotic results under the null and under a sequence of local alternatives are obtained. Optimal weights are obtained for a specific multivariate normal model. Results from simulation studies also will be presented.

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Revised March 2005