Multivariate rank tests for the two-sample location problem |
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Authors: | Ronald H Randles Dawn Peters |
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Institution: | 1. University of Florida , Gainesville, FL, 32611-2049;2. Oregon State University , Corvallis, OR, 97331-4606 |
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Abstract: | A multivariate affinc-invariant family of rank tests is proposed for the two sample location problem. The class of statistics introduced is built upon Randles' multivariate one-sample sign statistic based on interdirections and the multivariate one-sample signed-rank statistic of Peters and Randles. Asymptotic relative efficiencies are obtained which indicate that selected members of the class perform very well for a broad class of distributions. Further comparisons are made among several statistics using Monte Carlo results. |
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Keywords: | affine-invariant location rank sign-test signed-rank two sample |
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