Nonparametric multivariate multisample tests of the location problem and multivariate regression based on directions of data

Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect to conventional parametric multivariate one, two and multisample tests, respectively, under normality.

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Year of publication:	1995
Authors:	Choi, Kyungmee
Other Persons:	Marden, John I. (contributor)
Subject:	Statistics

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Type of publication:	Other
Language:	English
Source:	BASE

Persistent link: https://www.econbiz.de/10009477689