An Affine Invariant Bivariate Version of the Sign Test.
PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS
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The generalized median of H. Oja yields a notion of bivariate quantile and in turn, an affine invariant bivariate analogue of the sign test. Its properties include a simple null covariance formula, facilitating a permutation or sign change test in the case of bivariate symmetry, normal efficiency coinciding with that of the Oja median, and bounded influence, hence strong robustness. Author
- Statistics and Probability