Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review

Hannu Oja

Scandinavian Journal of Statistics, 1999, vol. 26, issue 3, 319-343

Abstract: 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.

Date: 1999
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