Invariant Tests in Bivariate Models and the L1 Criterion,

Abstract

Oja (1983) introduced an affine invariant multivariate median. Brown and Hettsmansperger (1987) developed affine rank methods in the bivariate location based on Oja's measure of scatter. Analogs of the Wilcoxon signed rank and the Mann-Whitney-Wilcoxon rank sum tests were presented. This paper discusses scale, rotation and affine invariance. Tests in the bivariate linear model for an overall regression effect are then discussed. In particular the authors present tests in the one- and two-way layouts that are analogs of the Kruskal-Wallis and Friedman tests. Keywords: Analysis of variance.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA175922

Entities

People

  • B. M. Brown
  • Thomas P. Hettmansperger

Organizations

  • Pennsylvania State University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Covariance
  • Data Science
  • Data Sets
  • Dispersions
  • Efficiency
  • Information Science
  • Invariance
  • Normal Distribution
  • Observation
  • Pennsylvania
  • Permutations
  • Residuals
  • Rotation
  • Statistical Inference
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Regression Analysis.