New nonparametric tests of multivariate locations and scales using data depth

DOI10.1214/088342304000000594zbMath1100.62564OpenAlexW1983326505MaRDI QIDQ2503961

Regina Y. Liu, Jun Li

Publication date: 22 September 2006

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/088342304000000594

zbMATH Keywords

permutation testDD plotmultivariate rank testData depthWilcoxon rank-sum testmultivariate location differencemultivariate scale difference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items (31)

New Nonparametric Tests for Comparing Multivariate Scales Using Data Depth ⋮ Nonparametric Tests for Homogeneity of Species Assemblages: A Data Depth Approach ⋮ A test based on data depth for testing location-scale of the two multivariate populations ⋮ Dilemmas of robust analysis of economic data streams ⋮ The \(\mathrm{DD}^G\)-classifier in the functional setting ⋮ Some multivariate goodness of fit tests based on data depth ⋮ A bivariate test for location based on simplicial depth ⋮ Nonparametric tests for multivariate locations based on data depth ⋮ Local depth ⋮ Non‐parametric depth‐based tests for the multivariate location problem ⋮ Bridging centrality and extremity: refining empirical data depth using extreme value statistics ⋮ Multivariate Kruskal_Wallis tests based on principal component score and latent source of independent component analysis ⋮ A Shewhart-type nonparametric multivariate depth-based control chart for monitoring location ⋮ Power comparison of data depth-based nonparametric tests for testing equality of locations ⋮ Nonparametric tests for multivariate multi-sample locations based on data depth ⋮ Multivariate multi-sample tests for location based on data depth ⋮ Statistical depth in abstract metric spaces ⋮ Penalty-based aggregation of multidimensional data ⋮ DD-Classifier: Nonparametric Classification Procedure Based onDD-Plot ⋮ Detecting a structural change in functional time series using local Wilcoxon statistic ⋮ Depth Measures for Multivariate Functional Data ⋮ Affine invariant depth-based tests for the multivariate one-sample location problem ⋮ Integrated rank-weighted depth ⋮ On general notions of depth for regression ⋮ Depth for curve data and applications ⋮ Power of depth-based nonparametric tests for multivariate locations ⋮ Halfspace depth does not characterize probability distributions ⋮ RR-classifier: a nonparametric classification procedure in multidimensional space based on relative ranks ⋮ Data depth-based nonparametric tests for multivariate scales ⋮ Nonparametric control charts based on data depth for location parameter ⋮ From Depth to Local Depth: A Focus on Centrality

Uses Software

• AS 307
• bootstrap

Cites Work

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• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On a notion of data depth based on random simplices
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Structural properties and convergence results for contours of sample statistical depth functions.
• DDMA-charts: nonparametric multivariate moving average control charts based on data depth
• Control Charts for Multivariate Processes
• Algorithm AS 307: Bivariate Location Depth
• A Quality Index Based on Data Depth and Multivariate Rank Tests

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