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Testing exchangeability of multivariate distributions
Although 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 te...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Taylor & Francis
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10631382/ https://www.ncbi.nlm.nih.gov/pubmed/37969545 http://dx.doi.org/10.1080/02664763.2022.2102158 |
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author | Kalina, Jan Janáček, Patrik |
author_facet | Kalina, Jan Janáček, Patrik |
author_sort | Kalina, Jan |
collection | PubMed |
description | Although 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. |
format | Online Article Text |
id | pubmed-10631382 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2022 |
publisher | Taylor & Francis |
record_format | MEDLINE/PubMed |
spelling | pubmed-106313822023-11-15 Testing exchangeability of multivariate distributions Kalina, Jan Janáček, Patrik J Appl Stat Articles Although 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. Taylor & Francis 2022-07-26 /pmc/articles/PMC10631382/ /pubmed/37969545 http://dx.doi.org/10.1080/02664763.2022.2102158 Text en © 2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group https://creativecommons.org/licenses/by-nc-nd/4.0/This is an Open Access article distributed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives License (http://creativecommons.org/licenses/by-nc-nd/4.0/ (https://creativecommons.org/licenses/by-nc-nd/4.0/) ), which permits non-commercial re-use, distribution, and reproduction in any medium, provided the original work is properly cited, and is not altered, transformed, or built upon in any way. |
spellingShingle | Articles Kalina, Jan Janáček, Patrik Testing exchangeability of multivariate distributions |
title | Testing exchangeability of multivariate distributions |
title_full | Testing exchangeability of multivariate distributions |
title_fullStr | Testing exchangeability of multivariate distributions |
title_full_unstemmed | Testing exchangeability of multivariate distributions |
title_short | Testing exchangeability of multivariate distributions |
title_sort | testing exchangeability of multivariate distributions |
topic | Articles |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10631382/ https://www.ncbi.nlm.nih.gov/pubmed/37969545 http://dx.doi.org/10.1080/02664763.2022.2102158 |
work_keys_str_mv | AT kalinajan testingexchangeabilityofmultivariatedistributions AT janacekpatrik testingexchangeabilityofmultivariatedistributions |