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Abstract Details

Activity Number: 399
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #304941
Title: A New Rank-Based Test for Bivariate Location Problem Using Slopes of Vectors
Author(s): Sunil Mathur*+ and Sunil Mathur
Companies: University of Memphis and University of Memphis
Address: School of Public Health, Memphis, TN, 38152, United States
Keywords: Nonparametric ; Test ; Location ; Bivariate ; Efficiency ; ARE
Abstract:

A new test is proposed for one-sample location problem. The proposed test is based on the slopes obtained by using two vectors. The null asymptotic distribution of the proposed test statistic is found. The proposed test statistic does not depend on covariance structure of the population, and is scale-invariant. The asymptotic relative efficiency of the proposed test statistic is calculated with respect to Hotelling's T2 and indicates superior performance of the proposed test statistic under heavy -tailed distributions.


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