One-Sample Location Tests Based on Center-Outward Signs and Ranks

Daniel Hlubinka () and Šárka Hudecová ()
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Daniel Hlubinka: Charles University, Faculty of Mathematics and Physics, Department of Probability and Statistics
Šárka Hudecová: Charles University, Faculty of Mathematics and Physics, Department of Probability and Statistics

A chapter in Recent Advances in Econometrics and Statistics, 2024, pp 29-48 from Springer

Abstract: Abstract A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the data into two samples, while the second one uses a symmetrized sample. The asymptotic distributions of the proposed tests are provided. For univariate data, two variants of the symmetrized test statistic are shown to be equivalent to the standard sign and Wilcoxon test, respectively. The small sample behavior of the proposed techniques is illustrated by a simulation study that also provides a power comparison for various transportation grids.

Keywords: Center-outward ranks and signs; Multivariate one-sample location test; Distribution-freeness (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-61853-6_2

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DOI: 10.1007/978-3-031-61853-6_2

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