Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

NONPARAMETRIC TESTS FOR THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM

Yonghwan Um and Ronald H. Randles
Statistica Sinica
Vol. 8, No. 3 (July 1998), pp. 801-812
Stable URL: http://www.jstor.org/stable/24306464
Page Count: 12
  • Read Online (Free)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
NONPARAMETRIC TESTS FOR THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM
Preview not available

Abstract

Nonparametric tests for the multi-sample multivariate location problem are proposed which extend the two-sample multivariate rank tests by Randles and Peters (1990) to the multi-sample setting. The asymptotic distributions of the proposed statistics under the null hypothesis and under certain contiguous alternatives are obtained for a class of elliptically symmetric distributions. Comparisons are made between the proposed statistics and several competitors via Pitman asymptotic relative efficiencies and Monte Carlo results. The tests proposed perform better than the Lawley-Hotelling generalized T2 for heavy-tailed distributions. For normal to light-tailed distributions, the proposed statistics also perform better than other nonparametric competitors and the proposed analog of the signed-rank test performs better than the Lawley-Hotelling generalized T2 for light-tailed distributions.

Page Thumbnails

  • Thumbnail: Page 
[801]
    [801]
  • Thumbnail: Page 
802
    802
  • Thumbnail: Page 
803
    803
  • Thumbnail: Page 
804
    804
  • Thumbnail: Page 
805
    805
  • Thumbnail: Page 
806
    806
  • Thumbnail: Page 
807
    807
  • Thumbnail: Page 
808
    808
  • Thumbnail: Page 
809
    809
  • Thumbnail: Page 
810
    810
  • Thumbnail: Page 
811
    811
  • Thumbnail: Page 
812
    812