Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review

6533b7d4fe1ef96bd126316b

RESEARCH PRODUCT

Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review

subject

Statistics and Probability Multivariate statistics Pure mathematics Hodges–Lehmann estimator Rank (linear algebra)Statistics Statistical inference Equivariant map Sign test Affine transformation Statistics Probability and Uncertainty Sign (mathematics)Mathematics

description

The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one-sample and two-sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann-type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples.

year	journal	country	edition	language
1999-09-01	Scandinavian Journal of Statistics

https://doi.org/10.1111/1467-9469.00152

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