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.

引用

页码：1073 / 1088

页数：16

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