A spatial rank test and corresponding estimators for several samples

Jaakko Nevalainen, Jyrki Möttönen and Hannu Oja

Statistics & Probability Letters, 2008, vol. 78, issue 6, 661-668

Abstract: In the several samples location problem, it is usually of interest to present estimates of treatment effects along with the test. The spatial Hodges-Lehmann estimators of the differences between treatments i and j are apparent companions to a multivariate Kruskal-Wallis test. However, these estimators generally fail to satisfy the property , making them incompatible with each other. In this paper we consider adjusted estimators possessing this property. A simulation study is carried out in order to study their finite sample efficiencies. Limiting distributions and efficiencies are presented as well.

Keywords: Kruskal-Wallis; test; Multivariate; several; samples; rank; test; Spatial; Hodges-Lehmann; estimator; Spatial; rank (search for similar items in EconPapers)
Date: 2008
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