|
Activity Number:
|
477
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Wednesday, August 9, 2006 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Section on Nonparametric Statistics
|
| Abstract - #305630 |
|
Title:
|
Projection-Directed Nonparametric Omnibus Test for the Multivariate Multisample Problem
|
|
Author(s):
|
Xiaobin Yuan*+ and Cheng Cheng
|
|
Companies:
|
St. Jude Children's Research Hospital and St. Jude Children's Research Hospital
|
|
Address:
|
Department of Biostatistics, Memphis, TN, 38105,
|
|
Keywords:
|
projection ; nonparametric omnibus test ; principal component directions
|
|
Abstract:
|
A class of simple tests combining projection and univariate nonparametric tests is proposed for multisample multivariate problem. The direction for projection is based on principle components of the pooled sample. For the projected data at each direction, we can choose proper univariate tests for different alternatives. For the general multivariate problem, we choose the contingency table method (Massey's test), which has good rejection power for different alternatives and is easy to implement. Our proposed tests are translation and rotation invariant, have little asymptotic efficiency loss for testing multivariate normal means compared to the optimal T-square test, and possess competitive power in a range of alternatives. Comparisons of empirical powers between the projection method and other proposed methods are given.
|
