A Robust Class of Tests and Estimates for Multivariate Location
针对多变量位置参数，提出基于秩统计量的检验与估计方法，计算简便、稳健性好，通常比经典方法更有效。
Abstract Hotelling's T 2 test and the sample mean vector for multivariate location suffer from the same lack of robustness as the univariate t test and sample mean. We propose a class of tests and estimates based on a vector of rank statistics and show that they are easy to compute, have good robustness properties, and are usually more efficient than the classical procedures.