G-2005-82
On Multivariate Spatial Median for Clustered Data
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BibTeX referenceMultivariate one-sample location problem for clustered data is considered from a nonparametric viewpoint. We develop the spatial median and its affine equivariant version as companion estimates to the affine invariant sign test proposed recently by Larocque (2003). The asymptotics of the proposed estimates are extended to dependent data, and their limiting as well as finite sample efficiencies for multivariate t-distributions are explored. We learn that the efficiency of the spatial median suffers less from intracluster dependencies than the mean vector.
Published October 2005 , 28 pages
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Publication
      
        Jan 2007
      
  
  
              On the multivariate spatial median for clustered data
    
    , , and 
    
      Canadian Journal of Statistics - La revue canadienne de statistique, 35, 215–231, 2007
      
        
        BibTeX reference