Affine-Invariant Multivariate One-Sample Signed-Rank Tests
将Brown和Hettmansperger提出的基于Oja中位数的仿射不变双变量符号、秩和符号秩检验扩展到k变量情形，发展了单样本符号秩检验和Hodges-Lehmann估计的分布理论，并在多元t分布下计算了相对于Hotelling T²检验的渐近Pitman效率，最后应用于重复测量数据。
Abstract Brown and Hettmansperger introduced affine-invariant bivariate analogs of the sign, rank, and signed-rank tests based on the Oja median. In this article affine-invariant k-variate extensions of the one-sample signed-rank test and the Hodges-Lehmann estimate are considered. The necessary distribution theory is developed, and asymptotic Pitman efficiencies with respect to Hotelling's T 2 test under multivariate t distributions are tabulated. An application of the signed-rank tests to a repeated-measurement setting is presented.