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http://dx.doi.org/10.29220/CSAM.2020.27.4.397

Nonparametric two sample tests for scale parameters of multivariate distributions  

Chavan, Atul R (Department of Statistics, Shivaji University)
Shirke, Digambar T (Department of Statistics, Shivaji University)
Publication Information
Communications for Statistical Applications and Methods / v.27, no.4, 2020 , pp. 397-412 More about this Journal
Abstract
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.
Keywords
data depth; scale parameters; two sample test; permutation test;
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