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A Unified Approach to Simultaneous Rank Test Procedures in the Unbalanced One‐way Layout
Author(s) -
Munzel Ullrich,
Hothorn Ludwig A.
Publication year - 2001
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/1521-4036(200109)43:5<553::aid-bimj553>3.0.co;2-n
Subject(s) - nonparametric statistics , mathematics , estimator , rank (graph theory) , covariance matrix , confidence interval , efficiency , statistical hypothesis testing , statistics , mathematical optimization , combinatorics
A general nonparametric approach to asymptotic multiple test procedures is proposed which is based on relative effects and which includes continuous as well as discontinuous distributions. The results can be applied to all relevant multiple testing problems in the one‐way layout and include the well known Steel tests as special cases. Moreover, a general estimator for the asymptotic covariance matrix is considered that is consistent even under alternative. This estimator is used to derive simultaneous confidence intervals for the relative effects as well as a test procedure for the multiple nonparametric Behrens‐Fisher problem.