Multivariate Nonparametric Tests
Oja, Hannu ; Randles, Ronald H.
Statist. Sci., Tome 19 (2004) no. 1, p. 598-605 / Harvested from Project Euclid
Multivariate nonparametric statistical tests of hypotheses are described for the one-sample location problem, the several-sample location problem and the problem of testing independence between pairs of vectors. These methods are based on affine-invariant spatial sign and spatial rank vectors. They provide affine-invariant multivariate generalizations of the univariate sign test, signed-rank test, Wilcoxon rank sum test, Kruskal–Wallis test, and the Kendall and Spearman correlation tests. While the emphasis is on tests of hypotheses, certain references to associated affine-equivariant estimators are included. Pitman asymptotic efficiencies demonstrate the excellent performance of these methods, particularly in heavy-tailed population settings. Moreover, these methods are easy to compute for data in common dimensions.
Publié le : 2004-11-14
Classification:  Affine invariance,  spatial rank,  spatial sign,  Pitman efficiency,  robustness
@article{1113832724,
     author = {Oja, Hannu and Randles, Ronald H.},
     title = {Multivariate Nonparametric Tests},
     journal = {Statist. Sci.},
     volume = {19},
     number = {1},
     year = {2004},
     pages = { 598-605},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1113832724}
}
Oja, Hannu; Randles, Ronald H. Multivariate Nonparametric Tests. Statist. Sci., Tome 19 (2004) no. 1, pp.  598-605. http://gdmltest.u-ga.fr/item/1113832724/