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A rank test for bivariate location and scale problem for elliptically symmetric populations ∗ |
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| Authors: | M Mountassir Y Lepage |
| Institution: | Department of mathematics and statistics , Université de Montréal , |
| Abstract: | A nonparametric rank test for the two-sample location and scale bivariate problem is proposed. The asymptotic distribution of the statistic of the test is derived under the null hypothesis and under a class of contiguous alternatives. The asymptotic relative efficiency is given and a simulation study gives the performance of the test and some competitors. |
| Keywords: | rank test elliptic distribution hivariate location problem bivariate scale problem Behrens-Fisher problem contiguity asymptotic distribution |