Open Access
VOL. 8 | 2012 Multiple rank tests for pairwise comparisons
Arthur Cohen, Harold Sackrowitz

Editor(s) Dominique Fourdrinier, Éric Marchand, Andrew L. Rukhin

Inst. Math. Stat. (IMS) Collect., 2012: 57-63 (2012) DOI: 10.1214/11-IMSCOLL804


Consider a balanced one way layout without a normality assumption. That is, assume each population has an unknown translation parameter and has a continuous distribution. We wish to test the Ck2 pairwise differences in translation parameters assuming there are k populations.We propose a multiple testing method based on ranks that is analogous to the method developed for testing pairwise contrasts among means by Cohen, Sackrowitz and Chen (2010) [3] (CSC). This latter method has an intuitive and important practical property not shared by most multiple testing methods. Namely, for each individual pairwise hypothesis relevant acceptance sections are intervals. Furthermore, the CSC method is shown to do well in terms of power compared to competitive methods. In the nonparametric setting the analogous procedure has the desirable interval property and also stacks up well in a comparative simulation study.


Published: 1 January 2012
First available in Project Euclid: 14 March 2012

zbMATH: 1326.62162
MathSciNet: MR3202502

Digital Object Identifier: 10.1214/11-IMSCOLL804

Primary: 62G10 , 62H15

Keywords: ad hoc procedure , interval property , joint ranks , screening step , separate ranks , stepwise procedure

Rights: Copyright © 2012, Institute of Mathematical Statistics

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