Accession Number:

ADA181560

Title:

An Affine Invariant Bivariate Version of the Sign Test.

Descriptive Note:

Technical rept.,

Corporate Author:

PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS

Report Date:

1987-06-01

Pagination or Media Count:

17.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE