Weighted rank tests and Hodges-Lehmann estimates for the multivariate two-sample location problem with clustered data

作者：Lemponen Riina; Larocque Denis; Nevalainen Jaakko^*; Oja Hannu

来源：Journal of Nonparametric Statistics, 2012, 24(4): 977-991.

DOI：10.1080/10485252.2012.712693

• clustered data
• multivariate two-sample location problem
• spatial ranks
• weighted rank test
• weighted Hodges-Lehmann estimate

A family of weighted rank tests and corresponding Hodges-Lehmann estimates are proposed for the analysis of multivariate two-sample clustered data. These procedures are a specific case of the nonparametric multivariate methods for clustered data considered by Nevalainen, Larocque, Oja, and Porsti [(2010), %26apos;Nonparametric Analysis of Clustered Multivariate Data%26apos;, Journal of the American Statistical Association, 105, 864-871]. This paper provides detailed proofs of their asymptotic properties that have not been previously published. Optimal weights for the procedures are derived and illustrated. The theoretical results are supplemented with simulation studies.

• 出版日期2012