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因子设计中多变量变异系数所有变体的推断

Inference for all variants of the multivariate coefficient of variation in factorial designs

Scandinavian Journal of Statistics · 2024
被引 2
ABS 3

中文导读

研究了因子设计中多变量变异系数(MCV)所有变体的推断方法,扩展了非参数置换程序,并提出了改进小样本性能的bootstrap策略,通过模拟和实例验证了方法的有效性。

Abstract

Abstract The multivariate coefficient of variation (MCV) is an attractive and easy‐to‐interpret effect size for the dispersion in multivariate data. Recently, the first inference methods for the MCV were proposed for general factorial designs. However, the inference methods are primarily derived for one special MCV variant while there are several reasonable proposals. Moreover, when rejecting a global null hypothesis, a more in‐depth analysis is of interest to find the significant contrasts of MCV. This paper concerns extending the nonparametric permutation procedure to the other MCV variants and a max‐type test for post hoc analysis. To improve the small sample performance of the latter, we suggest a novel bootstrap strategy and prove its asymptotic validity. The actual performance of all proposed tests is compared in an extensive simulation study and illustrated by real data analysis. All methods are implemented in the R package GFDmcv, available on CRAN.

多变量统计因子设计效应量非参数检验经济学