Multivariate rank tests for the two-sample location problem
Authors:
- 1 January 1990
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 19 (11) , 4225-4238
Abstract
A multivariate affinc-invariant family of rank tests is proposed for the two sample location problem. The class of statistics introduced is built upon Randles' multivariate one-sample sign statistic based on interdirections and the multivariate one-sample signed-rank statistic of Peters and Randles. Asymptotic relative efficiencies are obtained which indicate that selected members of the class perform very well for a broad class of distributions. Further comparisons are made among several statistics using Monte Carlo results.Keywords
This publication has 8 references indexed in Scilit:
- A Multivariate Signed-Rank Test for the One-Sample Location ProblemJournal of the American Statistical Association, 1990
- A Distribution-Free Multivariate Sign Test Based on InterdirectionsJournal of the American Statistical Association, 1989
- Affine Invariant Rank Methods in the Bivariate Location ModelJournal of the Royal Statistical Society Series B: Statistical Methodology, 1987
- Multivariate Statistical Simulation1987
- Descriptive statistics for multivariate distributionsStatistics & Probability Letters, 1983
- A Non-Parametric Test for the Bivariate Two-Sample Location ProblemJournal of the Royal Statistical Society Series B: Statistical Methodology, 1967
- Multivariate Nonparametric Several-Sample TestsThe Annals of Mathematical Statistics, 1966
- A New Bivariate Sign TestJournal of the American Statistical Association, 1958