A rank test for bivariate location and scale problem for elliptically symmetric populations

被引：2
|
作者：
Mountassir, M [1 ]
Lepage, Y [1 ]
机构：
[1] UNIV MONTREAL,DEPT MATH & STAT,MONTREAL,PQ H3C 3J7,CANADA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 05期
基金：
加拿大自然科学与工程研究理事会;
关键词：
rank test; elliptic distribution; bivariate location problem; bivariate scale problem; Behrens-Fisher problem; contiguity; asymptotic distribution;
D O I：
10.1080/03610929608831749
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A nonparametric rank test for the two-sample location and scale bivariate problem is proposed. The asymptotic distribution of the statistic of the test is derived under the null hypothesis and under a class of contiguous alternatives. The asymptotic relative efficiency is given and a simulation study gives the performance of the test and some competitors.
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页码：1073 / 1088
页数：16
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