Abstract
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.
Citation
Madan Lal Puri. Pranab Kumar Sen. "A Class of Rank Order Tests for a General Linear Hypothesis." Ann. Math. Statist. 40 (4) 1325 - 1343, August, 1969. https://doi.org/10.1214/aoms/1177697505
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