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Non-parametric depth-based tests for the multivariate location problem

机译:基于非变量位置问题的非参数化深度测试

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摘要

In this paper, using the notion of data depth, we describe two classes of affine invariant test statistics for the one-sample location problem. The tests are implemented through the idea of permutation tests. The performance of the test against some competitors is investigated with an extensive simulation study. It is observed that the tests perform well when compared to their competitors for a wide spectrum of alternatives. If the proposed test is defined based on a moment-free depth function, then it is not inherently required to have finite moments of any order and the tests have broader applicability than some of the existing tests. The robustness property of the proposed tests is considered with a simulation study. Finally, we apply the tests to a real data example.
机译:在本文中,使用数据深度的概念,我们描述了一个样本位置问题的两类仿射不变测试统计信息。 测试通过置换测试的想法来实现。 通过广泛的模拟研究,研究了对某些竞争对手的测试的表现。 观察到测试与竞争对手相比,测试表现良好,以获得广泛的替代方案。 如果所提出的测试是基于不动的深度函数来定义的,则无需任何顺序的有限瞬间并不固有的,并且测试具有比一些现有测试更广泛的适用性。 拟议测试的鲁棒性属性被认为是一种模拟研究。 最后,我们将测试应用于实际数据示例。

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