Summary
As an alternative to the standard analysis of variance, procedures are developed for linear models with several observations per cell which are asymptotically distribution-free and whose asymptotic efficiency relative to the standard procedures is the same as that of the Wilcoxon test relative to Student’s t-test. Specific procedures discussed are (i) tests of linear hypotheses, (ii) confidence intervals for any contrast, (iii) simultaneous intervals for all contrasts.
Received January 29, 1963.
This research was done while the author was a Professor of the Adolph C. and Mary Sprague Miller Institute for Basic Research in Science, University of California.
I am grateful to Professor John W. Tukey for a critical reading of the manuscript and several helpful suggestions.
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Lehmann, E.L. (2012). Asymptotically Nonparametric Inference: An Alternative Approach to Linear Models. In: Rojo, J. (eds) Selected Works of E. L. Lehmann. Selected Works in Probability and Statistics. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-1412-4_48
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