Permutation $p$-value approximation via generalized Stolarsky invariance

Abstract

This paper uses a generalized Stolarsky’s invariance principle to approximate the permutation $p$-value for two-sample linear test statistics. Along the way we discovered a simple probabilistic proof of Stolarsky’s invariance principle.

Publication
Annals of Statistics (2019)

A simple probabilistic proof of Stolarsky’s invariance principle.

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