Affine Invariant Multivariate Multisample Sign Tests

Invariant sign-type tests for the multivariate, multisample location models are developed. The definition of sign is based on the Oja criterion function. Emphasis is on the two-sample location model and the associated equivariant estimate of shift. Asymptotic theory is developed to provide large sam...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Methodological Methodological, 1994-01, Vol.56 (1), p.235-249
Hauptverfasser:	Hettmansperger, Thomas P., Oja, Hannu
Format:	Artikel
Sprache:	eng
Schlagworte:	asymptotic efficiency blumen's test Cumulative distribution functions Degrees of freedom equivariant estimate Exact sciences and technology Linear models Linear regression Mathematics Matrices Nonparametric inference Null hypothesis oja median P values Probability and statistics randles's test Regression analysis Sampling distributions Sciences and techniques of general use Statistics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	Invariant sign-type tests for the multivariate, multisample location models are developed. The definition of sign is based on the Oja criterion function. Emphasis is on the two-sample location model and the associated equivariant estimate of shift. Asymptotic theory is developed to provide large sample approximations for the null distribution of the test and to provide a framework for a discussion of efficiency. Tests are then developed for the one-way and two-way lay-outs.
ISSN:	0035-9246 1369-7412 2517-6161 1467-9868
DOI:	10.1111/j.2517-6161.1994.tb01974.x