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Rousson, V (2002). On distribution-free tests for the multivariate two-sample location-scale model. Journal of Multivariate Analysis, 80(1):43-57.

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Abstract

In this paper, we propose simple exact procedures for testing both a location shift and/or a scale change between two multivariate distributions. Our tests are strictly distribution-free and can be made either scale invariant or rotation invariant. Our approach combines a generalization of the Wilcoxon test based on projections of the data onto the first principal component, a generalization of the Siegel–Tukey test based on the concept of data depth, and a bivariate test for the location problem proposed by K. V. Mardia (1967, J. Roy. Statist. Soc. Ser. B29, 320–342). In addition, we show that the limiting null distribution of a test statistic proposed by R. Y. Liu and K. Singh (1993, J. Amer. Statist. Assoc.88, 252–260) does not depend on the depth considered.

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
DDC:510 Mathematics
Uncontrolled Keywords:data depth; multivariate orderings; nonparametric methods; principal component analysis; rank tests
Language:English
Date:2002
Deposited On:29 Nov 2010 16:27
Last Modified:27 Nov 2013 17:39
Publisher:Elsevier
ISSN:0047-259X
Publisher DOI:10.1006/jmva.2000.1981
Related URLs:http://www.zentralblatt-math.org/zbmath/search/?q=an%3A1010.62035
Citations:Web of Science®. Times Cited: 4
Google Scholar™
Scopus®. Citation Count: 5

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