A multivariate control median test |
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| Institution: | 2. Biometris, Wageningen University & Research, P.O. Box 16, 6700 AA, Wageningen, The Netherlands;1. Department II of Internal Medicine (Nephrology, Rheumatology, Diabetes, and General Internal Medicine) and Center for Molecular Medicine Cologne, University of Cologne, Faculty of Medicine and University Hospital Cologne, Cologne, Germany;2. Department for Experimental and Clinical Biomedical Sciences “Mario Serio,” University of Florence, Italy;3. Institute of Medical Statistics and Computational Biology, University of Cologne, Faculty of Medicine and University Hospital Cologne, Cologne, Germany |
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| Abstract: | In this paper, we extend the univariate control median test to the multivariate case. We apply the permutation principle for the null distribution function of the test statistic and obtain a conditionally nonparametric test procedure. Because of the amount of computational work involved in implementing the test, we consider the normal approximation. We prove the consistency and derive the asymptotic efficiency of our control median test relative to Puri and Sen's median test. Finally, we compare the power of our control median test with those of Hotelling's T2 test and Puri and Sen's median test through the simulations. |
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