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A spatial rank test and corresponding estimators for several samples

Author

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  • Nevalainen, Jaakko
  • Möttönen, Jyrki
  • Oja, Hannu

Abstract

In the several samples location problem, it is usually of interest to present estimates of treatment effects along with the test. The spatial Hodges-Lehmann estimators of the differences between treatments i and j are apparent companions to a multivariate Kruskal-Wallis test. However, these estimators generally fail to satisfy the property , making them incompatible with each other. In this paper we consider adjusted estimators possessing this property. A simulation study is carried out in order to study their finite sample efficiencies. Limiting distributions and efficiencies are presented as well.

Suggested Citation

  • Nevalainen, Jaakko & Möttönen, Jyrki & Oja, Hannu, 2008. "A spatial rank test and corresponding estimators for several samples," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 661-668, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:661-668
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    References listed on IDEAS

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    1. Möttönen, J. & Hüsler, J. & Oja, H., 2003. "Multivariate nonparametric tests in a randomized complete block design," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 106-129, April.
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