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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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|
|Uncontrolled Keywords:||data depth; multivariate orderings; nonparametric methods; principal component analysis; rank tests|
|Deposited On:||29 Nov 2010 17:27|
|Last Modified:||27 Nov 2013 18:39|
|Citations:||Web of Science®. Times cited: 3|
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