bibtype J - Journal Article
ARLID 0583578
utime 20240527122908.8
mtime 20240305235959.9
SCOPUS 85134794382
WOS 000830637300001
DOI 10.1080/02664763.2022.2102158
title (primary) (eng) Testing exchangeability of multivariate distributions
specification
page_count 15 s.
media_type P
serial
ARLID cav_un_epca*0253572
ISSN 0266-4763
title Journal of Applied Statistics
volume_id 50
volume 15 (2023)
page_num 3142-3156
publisher
name Taylor & Francis
keyword multivariate distribution
keyword exchangeable distribution
keyword multivariate permutation test
keyword multiple testing
keyword non-parametric combination methodology
keyword multiple comparisons
author (primary)
ARLID cav_un_auth*0345793
name1 Kalina
name2 Jan
institution UTIA-B
full_dept (cz) Stochastická informatika
full_dept (eng) Department of Stochastic Informatics
department (cz) SI
department (eng) SI
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0435779
name1 Janáček
name2 P.
country CZ
source
url https://www.tandfonline.com/doi/full/10.1080/02664763.2022.2102158
source
url http://library.utia.cas.cz/separaty/2024/SI/kalina-0583578.pdf
cas_special
project
project_id GA21-05325S
agency GA ČR
ARLID cav_un_auth*0409039
project
project_id GA22-02067S
agency GA ČR
country CZ
ARLID cav_un_auth*0435776
abstract (eng) lthough there have been a number of available tests of bivariate exchangeability, i.e. bivariate symmetry for bivariate distributions, the literature is void of tests whether a multivariate distribution with more than two dimensions is exchangeable or not. In this paper, multivariate permutation tests of exchangeability of multivariate distributions are proposed, which are based on the non-parametric combination methodology, i.e. on combining non-parametric bivariate exchangeability tests. Numerical experiments on real as well as simulated multivariate data with more than two dimensions are presented here. The multivariate permutation test turns out to be typically more powerful than a bivariate exchangeability test performed only over a single pair of variables, and also more suitable compared to tests exploiting the approaches of Benjamini–Yekutieli or Bonferroni.
result_subspec WOS
RIV BB
FORD0 10000
FORD1 10100
FORD2 10103
reportyear 2024
inst_support RVO:67985556
permalink https://hdl.handle.net/11104/0351584
confidential S
mrcbC91 A
mrcbT16-e STATISTICSPROBABILITY
mrcbT16-j 0.483
mrcbT16-s 0.545
mrcbT16-D Q4
mrcbT16-E Q3
arlyear 2023
mrcbU14 85134794382 SCOPUS
mrcbU24 PUBMED
mrcbU34 000830637300001 WOS
mrcbU63 cav_un_epca*0253572 Journal of Applied Statistics Roč. 50 č. 15 2023 3142 3156 0266-4763 1360-0532 Taylor & Francis