Invariant Tests in Bivariate Models and the L1 Criterion,
PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS
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Oja 1983 introduced an affine invariant multivariate median. Brown and Hettsmansperger 1987 developed affine rank methods in the bivariate location based on Ojas measure of scatter. Analogs of the Wilcoxon signed rank and the Mann-Whitney-Wilcoxon rank sum tests were presented. This paper discusses scale, rotation and affine invariance. Tests in the bivariate linear model for an overall regression effect are then discussed. In particular the authors present tests in the one- and two-way layouts that are analogs of the Kruskal-Wallis and Friedman tests. Keywords Analysis of variance.
- Statistics and Probability