On Non-Normal Invariance Principles for Multi-Response Permutation Procedures

A non-normal invariance principle is established for a restricted class of univariate multi-response permutation procedures whose distance measure is the square of Euclidean distance. For observations from a distribution with finite second moment, the test statistic is found asymptotically to have a centered chi-squared distribution. Spectral expansions are used to determine the asymptotic distribution for more general distance measures d, and it is shown that if d(x, y) = |x — y|^u, u? 2, the asymptotic distribution is not invariant (i.e. it is dependent on the distribution of the observations).     

ASYMPTOTIC DISTRIBUTIONS OF MATCHED-PARIS PERMUTATIO STATISTICS BASED ON DISTANCE MEASURES

A technique for deriving asymptotic distributions of matched-pairs permutation statistics based on distance measures is discussed and applied to four specific examples recently considered by Mielke & Berry (1982).