On a Class of Multivariate Multisample Rank Order Tests II: Tests for Homogeneity of Dispersion Matrices (Classic Reprint) - Hardcover

Madan Lal Puri

9780484604925: On a Class of Multivariate Multisample Rank Order Tests II: Tests for Homogeneity of Dispersion Matrices (Classic Reprint)

Hardcover

ISBN 10: 0484604929 ISBN 13: 9780484604925

Publisher: Forgotten Books, 2018

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Excerpt from On a Class of Multivariate Multisample Rank Order Tests II: Tests for Homogeneity of Dispersion Matrices

In the parametric theory, the problem of testing homogeneity of dispersion matrices has nothing to do with the homogeneity of location parameters. However, in the nonparametric case the formulation of the hypothesis of invariance deems the identity of distributions, and this, in turn requires the homogeneity of location parameters. Thus we consider the following problems: (i) Tests for the homogeneity of dispersion matrices assuming the identity of location parameters. Some permutationally distribution free tests for this problem are considered here and their large sample properties are studied; (ii) Tests for the homogeneity of dispersion matrices without assuming the identity of location parameters. Here the basic permutation argument is not tenable, and only large sample properties are considered. Finally (iii) the problem of testing simultaneously the homogeneity of location parameters as well as the dispersion matrices is briefly discussed.

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