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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제27권 제4호
- 발행연도
- 2020.7
- 수록면
- 397 - 412 (16page)
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In this paper, a notion of data depth is used to propose nonparametric multivariate two sample tests for difference between scale parameters. Data depth can be used to measure the centrality or outlying-ness of the multivariate data point relative to data cloud. A difference in the scale parameters indicates the difference in the depth values of a multivariate data point. By observing this fact on a depth vs depth plot (DD-plot), we propose nonparametric multivariate two sample tests for scale parameters of multivariate distributions. The p-values of these proposed tests are obtained by using Fisher’s permutation approach. The power performance of these proposed tests has been reported for few symmetric and skewed multivariate distributions with the existing tests. Illustration with real-life data is also provided.
목차
Abstract
1. Introduction
2. Notion of data depth and DD-plot
3. Data depth based test for multivariate scale difference and Fproduct test
4. Proposed two sample tests
5. Simulation study
6. Application to real-life data
7. Conclusion
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