首页   按字顺浏览 期刊浏览 卷期浏览 On Certain Bivariate Sign Tests and Medians
On Certain Bivariate Sign Tests and Medians

 

作者: B.M. Brown,   T.P. Hettmansperger,   J. Nyblom,   H. Oja,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1992)
卷期: Volume 87, issue 417  

页码: 127-135

 

ISSN:0162-1459

 

年代: 1992

 

DOI:10.1080/01621459.1992.10475183

 

出版商: Taylor & Francis Group

 

关键词: Affine invariance;Asymptotic efficiency;Blumen's test;Location;One-sample;Permutation test

 

数据来源: Taylor

 

摘要:

Brown and Hettmansperger proposed an affine invariant bivariate analogue of the sign test, the OS test, based on the generalized median of Oja. On the other hand, Oja and Nyblom introduced a family of locally most powerful affine invariant sign tests. In the case of elliptic distributions, the locally most powerful Blumen's test and the OS test are shown to be asymptotically equivalent. Formulas for calculating asymptotic relative efficiencies of the OS test and the Oja bivariate median are given. It is shown that if the contours of a distribution are of a similar shape, the relative efficiencies of the OS test and Blumen's test depend on the distribution only through the shape of the contours. For the power family of contours |x1|p+ |x2|p=c,p> 0, numerical calculations show that the efficiency of the OS test relative to Blumen's test attains its minimum 1 asp= 2 (spherical/elliptic case) and increases to infinity asp→ 0. In the bivariate Laplace case with independent marginals (p= 1) as well as in the casep= ∞ the relative efficiency is 1.028.

 

点击下载:  PDF (779KB)



返 回