A permutation test for multivariate data with grouped components

Hyo-Il Park and Seung-Man Hong

Journal of Applied Statistics, 2010, vol. 37, issue 5, 767-778

Abstract: In this paper, we consider a nonparametric test procedure for multivariate data with grouped components under the two sample problem setting. For the construction of the test statistic, we use linear rank statistics which were derived by applying the likelihood ratio principle for each component. For the null distribution of the test statistic, we apply the permutation principle for small or moderate sample sizes and derive the limiting distribution for the large sample case. Also we illustrate our test procedure with an example and compare with other procedures through simulation study. Finally, we discuss some additional interesting features as concluding remarks.

Keywords: grouped data; liner rank statistic; multivariate data; nonparametric test; permutation principle (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1080/02664760902889973

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