On the limiting distributions of multivariate depth-based rank sum statistics and related tests
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Publication:2373582
DOI10.1214/009053606000000876zbMATH Open1114.62020arXiv0708.0167OpenAlexW2055542498MaRDI QIDQ2373582FDOQ2373582
Publication date: 12 July 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: A depth-based rank sum statistic for multivariate data introduced by Liu and Singh [J. Amer. Statist. Assoc. 88 (1993) 252--260] as an extension of the Wilcoxon rank sum statistic for univariate data has been used in multivariate rank tests in quality control and in experimental studies. Those applications, however, are based on a conjectured limiting distribution, provided by Liu and Singh [J. Amer. Statist. Assoc. 88 (1993) 252--260]. The present paper proves the conjecture under general regularity conditions and, therefore, validates various applications of the rank sum statistic in the literature. The paper also shows that the corresponding rank sum tests can be more powerful than Hotelling's T^2 test and some commonly used multivariate rank tests in detecting location-scale changes in multivariate distributions.
Full work available at URL: https://arxiv.org/abs/0708.0167
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Cited In (26)
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