0000000000207891

AUTHOR

J. Möttönen

showing 2 related works from this author

Multivariate nonparametric tests in a randomized complete block design

2003

AbstractIn this paper multivariate extensions of the Friedman and Page tests for the comparison of several treatments are introduced. Related unadjusted and adjusted treatment effect estimates for the multivariate response variable are also found and their properties discussed. The test statistics and estimates are analogous to the traditional univariate methods. In test constructions, the univariate ranks are replaced by multivariate spatial ranks (J. Nonparam. Statist. 5 (1995) 201). Asymptotic theory is developed to provide approximations for the limiting distributions of the test statistics and estimates. Limiting efficiencies of the tests and treatment effect estimates are found in the…

Multivariate Friedman testStatistics and ProbabilityMultivariate statisticsNumerical AnalysisMultivariate analysisUnivariateNonparametric statisticsMultivariate normal distributionPitman efficiencyRotation invarianceMultivariate analysis of varianceFriedman testAffine invarianceStatisticsTest statisticSpatial rankStatistics Probability and UncertaintyMultivariate Page testMathematicsJournal of Multivariate Analysis
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On the Efficiency of Affine Invariant Multivariate Rank Tests

1998

AbstractIn this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariatetdistributions, relative efficiencies with respect to Hotelling'sT2test are calculated.

CombinatoricsStatistics and ProbabilityMultivariate statisticsNumerical AnalysisRank (linear algebra)Consistent estimatorAffine invariantStatistics::MethodologyMultivariate normal distributionStatistics Probability and UncertaintyAsymptotic efficiency Oja median multivariate signed-rank test multivariate-rank test Pitman efficiencyMathematicsJournal of Multivariate Analysis
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