A0225
Title: A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions
Authors: Jonas Beck - Paris-Lodron-University of Salzburg (Austria) [presenting]
Arne Bathke - University of Salzburg (Austria)
Abstract: Nonparametric confidence distributions estimate statistical functionals by a distribution function on the parameter space, instead of the classical point or interval estimators. The concept bears analogy to the Bayesian posterior, but is nevertheless a completely frequentist concept. In order to ensure the desired statistical properties, we require that the cumulative distribution function on the parameter space is evaluated at the true parameter, uniformly distributed over the unit interval. The main focus lies on developing confidence distributions for the nonparametric relative effect and some natural extensions thereof. We develop asymptotic, range preserving and -- especially important in the case of small sample sizes -- approximate confidence distributions based on rank and pseudo-rank procedures. Due to the close relationship between point estimators, confidence intervals and p-values, these can all be approached in a unified manner within the framework of confidence distributions. The main goal is to make the powerful theory of confidence distributions available in a nonparametric context, that is, for situations where methods relying on parametric assumptions are not justifiable. Application of the proposed methods and interpretation of the results is demonstrated using real data sets, including ordinal and non-metric data.
