Affine Invariant Rank Methods in the Bivariate Location Model.
PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS
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The generalized multivariate median of H. Oja is used to define a multivariate notion of quantile, or rank, and to define a measure of scatter of multivariate linear models. The latter, when applied to the one- and two-sample bivariate location models, yields affine invariant analogs of the Wilcoxon rank-sum and signed-rank tests, and of the corresponding estimates. Additional keywords Dispersion measures Rank statics. Author
- Statistics and Probability