Simon Fraser University

Example 43.1: Cochran-Armitage Test with Permutation Resampling

This example, from Keith Soper at Merck, illustrates the exact permutation Cochran-Armitage test carried out on permutation resamples. In the following data set, the 0s represent failures and the 1s ...
Simon Fraser University

Example 43.4: Fisher Test with Permutation Resampling

These data, from Brown and Fears (1981), are the results from an 80-week carcinogenesis bioassay with female mice. Six tissue sites are examined at necropsy; 1 indicates the presence of a tumor and 0 ...
JSTOR Daily

A PERMUTATION TEST FOR TWO-SAMPLE MEANS AND SIGNAL IDENTIFICATION OF HIGH-DIMENSIONAL DATA

Permutation tests are widely used in practice. However, these tests either need restrictive assumptions for validity, or are not applicable to high-dimensional data. This study considers permutation ...
JSTOR Daily

Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap

The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...