Bootstrapping analogs of the two-sample hotelling’s T2 test

H. S. Rupasinghe Arachchige Don and L. C. R. Pelawa Watagoda

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 9, 2172-2182

Abstract: Suppose there are two independent random samples from two populations or groups. A common multivariate two-sample test of hypotheses is H0:μ1=μ2$H_0: \mbox{\boldmath $\mu $}_1 = \mbox{\boldmath $\mu $}_2$ versus H1:μ1≠μ2$H_1: \mbox{\boldmath $\mu $}_1 \ne \mbox{\boldmath $\mu $}_2$ where μi$\mbox{\boldmath $\mu $}_i$ is a population location measure of the ith population for i = 1, 2. The two-sample Hotelling’s T2 test is the classical method, and is a special case of the one way MANOVA model if the two populations are assumed to have the same population covariance matrix. This paper suggests using a recent bootstrap technique to develop analogs of Hotelling’s T2 test. The new tests can have considerable outlier resistance, and the tests do not need the population covariance matrices to be equal.

Date: 2018
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1337146 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:47:y:2018:i:9:p:2172-2182

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1337146

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().