On the Theory of Rank Order Tests for Location in the Multivariate One Sample Problem

Sen, Pranab Kumar; Puri, Madan Lal

Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1216-1228 / Harvested from Project Euclid

Résumé

In the multivariate one sample location problem, the theory of permutation distribution under sign-invariant transformations is extended to a class of rank order statistics, and this is utilized in the formulation of a genuinely distribution free class of rank order tests for location (based on Chernoff-Savage (1958) type of test-statistics). Asymptotic properties of these permutationally distribution free rank order tests are studied, and certain stochastic equivalence relations with a similar class of multivariate extensions of one sample Chernoff-Savage type of tests are derived. The power properties of these tests are studied.

Publié le : 1967-08-14
Classification:

@article{1177698790,
     author = {Sen, Pranab Kumar and Puri, Madan Lal},
     title = {On the Theory of Rank Order Tests for Location in the Multivariate One Sample Problem},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1216-1228},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698790}
}

Sen, Pranab Kumar; Puri, Madan Lal. On the Theory of Rank Order Tests for Location in the Multivariate One Sample Problem. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1216-1228. http://gdmltest.u-ga.fr/item/1177698790/