Power comparison of data depth-based nonparametric tests for testing equality of locations. Issue 8 (24th May 2017)

• Record Type: Journal Article
• Authors: Shirke, D. T.; Khorate, S. D.
• Is Part Of: Journal of statistical computation and simulation. Volume 87:Issue 8(2017)
• Page Start: 1489
• Page End: 1497
• Publication Date: 2017-05-24
• Subjects: Data depth -- Hotelling T2 test -- permutation test -- multivariate skewed distributions: skew-normal -- skew-t -- skew-Cauchy distribution; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2016.1269329
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: In the recent years, the notion of data depth has been used in nonparametric multivariate data analysis since it gives natural 'centre-outward' ordering of multivariate data points with respect to the given data cloud. In the literature, various nonparametric tests are developed for testing equality of location of two multivariate distributions based on data depth. Here, we define two nonparametric tests based on two different test statistic for testing equality of locations of two multivariate distributions. In the present work, we compare the performance of these tests with the tests developed by Li and Liu [New nonparametric tests of multivariate locations and scales using data depth. Statist Sci. 2004;(1):686–696] for testing equality of locations of two multivariate distributions. Comparison in terms of power is done for multivariate symmetric and skewed distributions using simulation for three popular depth functions. Application of tests to real life data is provided. Conclusion and recommendations are also provided.