Affine Invariant Multivariate Multisample Sign Tests
基于Oja准则函数定义符号,开发了多变量多样本位置模型的仿射不变符号检验,重点讨论了两样本位置模型及移位等变估计,并给出了渐近理论以近似零分布和讨论效率。
SUMMARY Invariant sign-type tests for the multivariate, multisample location models are developed. The definition of sign is based on the Oja criterion function. Emphasis is on the two-sample location model and the associated equivariant estimate of shift. Asymptotic theory is developed to provide large sample approximations for the null distribution of the test and to provide a framework for a discussion of efficiency. Tests are then developed for the one-way and two-way lay-outs.