Abstract
SUMMARY A signed rank affine invariant test for the difference in location between two elliptically symmetric populations is proposed. Asymptotic properties of the test are developed under the null hypothesis and under contiguous alternatives. The proposed statistic is compared with three of its competitors using Monte Carlo studies and Pitman asymptotic relative efficiencies. It is seen that the signed rank statistic introduced is especially powerful when the underlying distribution is light tailed. For heavy-tailed distributions a bivariate test due to Mardia is preferred. However, the proposed statistic performs better than Hotelling's T 2-statistic for both light- and heavy-tailed populations, performing almost as well as Hotelling's T 2-statistic under bivariate normality.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Journal of the Royal Statistical Society Series B: Statistical Methodology
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
