Affine invariant multivariate rank tests for several samples

被引:1
|
作者
Hettmansperger, TP [1 ]
Mottonen, J
Oja, H
机构
[1] Penn State Univ, Dept Stat, University Pk, PA 16802 USA
[2] Tampere Univ Technol, Signal Proc Lab, FIN-33101 Tampere, Finland
[3] Univ Jyvaskyla, Dept Stat, FIN-40351 Jyvaskyla, Finland
关键词
Kruskal-Wallis test; multivariate rank test; Oja median; permutation test; Wilcoxon 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
Affine invariant analogues of the two-sample Mann-Whitney-Wilcoxon rank sum test and the c-sample Kruskal-Wallis test for the multivariate location model are introduced. The definition of a multivariate (centered) rank function in the development is based on the Oja criterion function. This work extends bivariate rank methods discussed by Brown and Hettmansperger (1987a,b) and multivariate sign methods by Hettmansperger and Oja (1994). The asymptotic distribution theory is developed to consider the Pitman asymptotic efficiencies and the theory is illustrated by an example.
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页码:785 / 800
页数:16
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