✦ LIBER ✦
On Distribution-Free Tests for the Multivariate Two-Sample Location-Scale Model
✍ Scribed by Valentin Rousson
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 123 KB
- Volume
- 80
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
In this paper, we propose simple exact procedures for testing both a location shift andÂor a scale change between two multivariate distributions. Our tests are strictly distribution-free and can be made either scale invariant or rotation invariant. Our approach combines a generalization of the Wilcoxon test based on projections of the data onto the first principal component, a generalization of the Siegel Tukey test based on the concept of data depth, and a bivariate test for the location problem proposed by K.