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Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
Author(s) -
Oja Hannu
Publication year - 1999
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/1467-9469.00152
Subject(s) - mathematics , affine transformation , multivariate statistics , invariant (physics) , equivariant map , sign (mathematics) , statistics , inference , sign test , rank (graph theory) , multivariate analysis , pure mathematics , combinatorics , wilcoxon signed rank test , artificial intelligence , mathematical analysis , mann–whitney u test , computer science , mathematical physics
The paper reviews recent contributions to the statistical inference methods, tests and estimates, based on the generalized median of Oja. Multivariate analogues of sign and rank concepts, affine invariant one‐sample and two‐sample sign tests and rank tests, affine equivariant median and Hodges–Lehmann‐type estimates are reviewed and discussed. Some comparisons are made to other generalizations. The theory is illustrated by two examples.