A Robust Class of Tests and Estimates for Multivariate Location
- 1 December 1980
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 75 (372) , 939
- https://doi.org/10.2307/2287185
Abstract
Hotelling's T 2 test and the sample mean vector for multivariate location suffer from the same lack of robustness as the univariate t test and sample mean. We propose a class of tests and estimates based on a vector of rank statistics and show that they are easy to compute, have good robustness properties, and are usually more efficient than the classical procedures.Keywords
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