Affine Invariant Rank Methods in the Bivariate Location Model.

Abstract

The generalized multivariate median of H. Oja is used to define a multivariate notion of quantile, or rank, and to define a measure of scatter of multivariate linear models. The latter, when applied to the one- and two-sample bivariate location models, yields affine invariant analogs of the Wilcoxon rank-sum and signed-rank tests, and of the corresponding estimates. Additional keywords: Dispersion measures; Rank statics. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1985
Accession Number
ADA160341

Entities

People

  • B. M. Brown
  • T. P. Hettmansperger

Organizations

  • Pennsylvania State University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Cardiovascular Physiological Phenomena
  • Convex Sets
  • Covariance
  • Data Science
  • Data Sets
  • Dispersions
  • Information Science
  • Invariance
  • Pennsylvania
  • Permutations
  • Residuals
  • Statistical Inference
  • Statistics
  • Theorems
  • Triangles
  • Universities

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.