Bibliografie

(eng): Although there have been a number of available tests of bivariate exchangeability, i.e. bivariate symmetry for bivariate distributions, the literature is void of tests on whether a multivariate distribution with more than two dimensions is exchangeable or not. Multivariate permutation tests of exchangeability of multivariate distributions are proposed, which are based on the nonparametric combination methodology, i.e. on combining nonparametric bivariate exchangeability tests. Numerical experiments on real as well as simulated multivariate data with more than two dimensions are presented here. The multivariate permutation test turns out to be typically more powerful than a bivariate exchangeability test performed only over a single pair of variables, and also more suitable compared to tests exploiting the approaches of Benjamini-Yekutieli or Bonferroni.\n