Refined approximations to permutation tests for multivariate inference
DOI10.1016/0167-9473(94)00064-2zbMATH Open0875.62183OpenAlexW2091149505MaRDI QIDQ673156FDOQ673156
Authors: Frédérique Kazi-Aoual, Simon Hitier, Robert Sabatier, J. D. Lebreton 
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)00064-2
Recommendations
Monte-Carlo methodsExact permutation testsMultivariate inferencePermutation testsRandomization tests
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Cited In (18)
- Saddlepoint approximations for rank‐invariant permutation tests and confidence intervals with interval‐censoring
- Tail approximations for samples from a finite population with applications to permutation tests
- A significance test of the RV coefficient in high dimensions
- Simple estimation and test procedures in capture-mark-recapture mixed models
- Partitioning to Uncover Conditions for Permutation Tests to Control Multiple Testing Error Rates
- Testing the significance of the \textit{RV} coefficient
- A new permutation test statistic for K‐sample multivariate designs
- Omnibus test for covariate effects in conditional copula models
- Large sample results for permutation tests of association
- Letter to the editor: ``Exact permutation tests for correlated binomial variables by J. Yu, J. L. Kepner and R. Iyer
- An algorithm for simulating permutation tests of graph-intersection measures of association
- A review and some new results on permutation testing for multivariate problems
- Operator related to a data matrix: a survey
- Comparing two \(K\)-category assignments by a \(K\)-category correlation coefficient
- An inferential approach for validating the compromise of the STATIS method
- Procustes multiple factor analysis
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- Exact first moments of the RV coefficient by invariant orthogonal integration
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