A multivariate signed sum test for theone-sample location problem
Authors:
Show-Li Jan a;
Ronald H. Randles b
| Affiliations: | a Department of Statistics, Ming Chuan College, Shihlin, Taipei, Taiwan |
| b Department of Statistics, University of Florida, Gainesville, FL, USA |
DOI:
10.1080/10485259408832600
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
An affine-invariant signed sum test based on interdirections is proposed for the one-sample multivariate location problem. The test proposed, including the two-sided univariate Wilcoxon signed-rank test as a special case, is somewhat like applying the interdirection sign test to the sums of pairs of observed vectors. The proposed statistic is shown to have a limiting x2p null distribution when the underlying distribution is elliptically symmetric. In addition, the asymptotic distribution of the statistic under certain contiguous alternatives is obtained for elliptically symmetric distributions with a particular density function form. Comparisons made between the proposed test and Hotelling's T2 via Pitman asymptotic relative efficiencies show the signed sum test performs better than Hotelling's T2 when the underlying distribution is heavy-tailed.
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| Keywords: Location test; one-sample multivariate location; affine-invariant; sign test |
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