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A permutation test for umbrella alternatives

  • Dario Basso
  • Fortunato Pesarin
  • Luigi Salmaso
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

Abstract

There is a wide variety of stochastic ordering problems where J groups (typically ordered with respect to time) are observed along with a (continuous) response. The interest of the study may be on finding the change-point group, i.e. the group where an inversion of trend of the variable under study is observed. A change point is not merely a maximum (or a minimum) of the time-series function, but a further requirement is that the trend of the time-series is monotonically increasing before that point, and monotonically decreasing afterwards. A suitable solution can be provided within a conditional approach, i.e. by considering some suitable nonparametric combination of dependent tests for simple stochastic ordering problems.

Keywords

Permutation Test Rejection Rate Null Distribution Global Test Partial Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Physica-Verlag Heidelberg 2009

Authors and Affiliations

  1. 1.Department of Management and EngineeringUniversity of PaduaVicenzaItaly
  2. 2.Department of StatisticsUniversity of PaduaPaduaItaly
  3. 3.Name, Department of Management and EngineeringUniversity of PaduaVicenzaItaly

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