Interdirection Tests for Simple Repeated-Measures Designs
针对简单重复测量设计，提出了交叉方向符号检验和交叉方向符号秩检验，它们在小样本下具有分布无关性，且对厚尾或偏态分布稳健。
Abstract Interdirection tests are proposed for a simple repeated-measures design. The test statistics proposed are applications of the one-sample interdirection sign test and interdirection signed-rank test to a repeated-measurement setting. The interdirection sign test has a small-sample distribution-free property and includes the two-sided univariate sign test and Blumen's bivariate sign test as special cases. The interdirection signed-rank test includes the two-sided univariate Wilcoxon signed-rank test as a special case. The proposed statistics are shown to have a limiting X p−1 2 null distribution when the underlying distribution is elliptically symmetric. In addition, the asymptotic distributions of the proposed statistics under certain contiguous alternatives are obtained for elliptically symmetric distributions with a particular density function form. Pitman asymptotic relative efficiencies and Monte Carlo studies show the proposed interdirection tests to be robust as compared to several competitors. The sign test performs particularly well when the underlying distribution is heavy tailed or skewed, especially for non—H-type variance—covariance. For normal to light-tailed distributions, Hotelling's T 2 test and the signed-rank test have good powers when the variance—covariance structure of the underlying distribution is non—H-type; otherwise analysis of variance (ANOVA) F and the rank transformation test RT perform well.