Advanced Search
MyIDEAS: Login

An Affine-Invariant Generalization of the Wilcoxon Signed-Rank Test for the Bivariate Location Problem


Author Info

  • Denis Larocque
  • Serge Tardif
  • Constance van Eeden
Registered author(s):


    This paper proposes an affine-invariant test extending the univariate Wilcoxon signed-rank test to the bivariate location problem. It gives two versions of the null distribution of the test statistic. The first version leads to a conditionally distribution-free test which can be used with any sample size. The second version can be used for larger sample sizes and has a limiting "&khgr;" 2-super-2 distribution under the null hypothesis. The paper investigates the relationship with a test proposed by Jan & Randles (1994). It shows that the Pitman efficiency of this test relative to the new test is equal to 1 for elliptical distributions but that the two tests are not necessarily equivalent for non-elliptical distributions. These facts are also demonstrated empirically in a simulation study. The new test has the advantage of not requiring the assumption of elliptical symmetry which is needed to perform the asymptotic version of the Jan and Randles test. Copyright 2003 Australian Statistical Publishing Association Inc..

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    File Function: link to full text
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Australian Statistical Publishing Association Inc. in its journal Australian & New Zealand Journal of Statistics.

    Volume (Year): 45 (2003)
    Issue (Month): 2 (06)
    Pages: 153-165

    as in new window
    Handle: RePEc:bla:anzsta:v:45:y:2003:i:2:p:153-165

    Contact details of provider:
    Web page:

    Order Information:

    Related research



    No references listed on IDEAS
    You can help add them by filling out this form.



    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:bla:anzsta:v:45:y:2003:i:2:p:153-165. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.