The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 40, Number 4 (1969), 1325-1343.
A Class of Rank Order Tests for a General Linear Hypothesis
For a general multivariate linear hypothesis testing problem, a class of permutationally (conditionally) distribution-free tests is proposed and studied. The asymptotic distribution theory of the proposed class of test statistics is studied along with a generalization of the elegant results of Hajek (1968) to the multistatistics and multivariate situations. Asymptotic power and optimality of the proposed tests are established and a characterization of the multivariate multisample location problem [cf. Puri and Sen (1966)] in terms of the proposed linear hypothesis is also considered.
Ann. Math. Statist., Volume 40, Number 4 (1969), 1325-1343.
First available in Project Euclid: 27 April 2007
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Puri, Madan Lal; Sen, Pranab Kumar. A Class of Rank Order Tests for a General Linear Hypothesis. Ann. Math. Statist. 40 (1969), no. 4, 1325--1343. doi:10.1214/aoms/1177697505. https://projecteuclid.org/euclid.aoms/1177697505