An Affine Invariant Bivariate Version of the Sign Test.
Abstract
The generalized median of H. Oja yields a notion of bivariate quantile and in turn, an affine invariant bivariate analogue of the sign test. Its properties include a simple null covariance formula, facilitating a permutation or sign change test in the case of bivariate symmetry, normal efficiency coinciding with that of the Oja median, and bounded influence, hence strong robustness. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1987
- Accession Number
- ADA181560
Entities
People
- B. M. Brown
- Thomas P. Hettmansperger
Organizations
- Pennsylvania State University