AFFINE INVARIANT MULTIVARIATE MULTISAMPLE SIGN TESTS

被引：2

作者：

HETTMANSPERGER, TP ^{[1
]}

OJA, H ^{[1
]}

机构：

[1] UNIV OULU,DEPT APPL MATH & STAT,SF-90570 OULU 57,FINLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1994年 / 56卷 / 01期

关键词：

ASYMPTOTIC EFFICIENCY; BLUMEN TEST; EQUIVARIANT ESTIMATE; OJA MEDIAN; RANDLES TEST;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：235 / 249

页数：15

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