Abstract
In this chapter we consider tests and estimates based on identity, spatial sign, and spatial rank scores in the several independent samples setting. We get multivariate extensions of the Moods test, Wilcoxon-Mann-Whitney test, Kruskal- Wallis test and the two samples Hodges-Lehmann estimator. Equivariant/invariant versions are found using inner centering and standardization.
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Oja, H. (2010). Several-sample location problem. In: Multivariate Nonparametric Methods with R. Lecture Notes in Statistics(), vol 199. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0468-3_11
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DOI: https://doi.org/10.1007/978-1-4419-0468-3_11
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0467-6
Online ISBN: 978-1-4419-0468-3
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