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Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review |
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| Authors: | Hannu Oja |
| Institution: | University of Jyvaskyla |
| Abstract: | The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one-sample and two-sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann-type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples. |
| Keywords: | Hodges–Lehmann estimate multivariate median multivariate rank test multivariate sign test |