{"title":"Simultaneously Testing for Location and Scale Parameters of Two Multivariate Distributions","authors":"A. Chavan, D. T. Shirke","doi":"10.15446/RCE.V42N2.70815","DOIUrl":null,"url":null,"abstract":"In this article, we propose nonparametric tests for simultaneously testing equality of location and scale parameters of two multivariate distributions by using nonparametric combination theory. Our approach is to combine the data depth based location and scale tests using combining function to construct a new data depth based test for testing both location and scale parameters. Based on this approach, we have proposed several tests. Fisher's permutation principle is used to obtain p-values of the proposed tests. Performance of proposed tests has been evaluated in terms of empirical power for symmetric and skewed multivariate distributions and compared to the existing test based on data depth. The proposed tests are also applied to a real-life data set for illustrative purpose.","PeriodicalId":54477,"journal":{"name":"Revista Colombiana De Estadistica","volume":" ","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.15446/RCE.V42N2.70815","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Revista Colombiana De Estadistica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15446/RCE.V42N2.70815","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 1
Abstract
In this article, we propose nonparametric tests for simultaneously testing equality of location and scale parameters of two multivariate distributions by using nonparametric combination theory. Our approach is to combine the data depth based location and scale tests using combining function to construct a new data depth based test for testing both location and scale parameters. Based on this approach, we have proposed several tests. Fisher's permutation principle is used to obtain p-values of the proposed tests. Performance of proposed tests has been evaluated in terms of empirical power for symmetric and skewed multivariate distributions and compared to the existing test based on data depth. The proposed tests are also applied to a real-life data set for illustrative purpose.
期刊介绍：
The Colombian Journal of Statistics publishes original articles of theoretical, methodological and educational kind in any branch of Statistics. Purely theoretical papers should include illustration of the techniques presented with real data or at least simulation experiments in order to verify the usefulness of the contents presented. Informative articles of high quality methodologies or statistical techniques applied in different fields of knowledge are also considered. Only articles in English language are considered for publication.
The Editorial Committee assumes that the works submitted for evaluation
have not been previously published and are not being given simultaneously for publication elsewhere, and will not be without prior consent of the Committee, unless, as a result of the assessment, decides not publish in the journal. It is further assumed that when the authors deliver a document for publication in the Colombian Journal of Statistics, they know the above conditions and agree with them.
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