Bootstrapping analogs of the two-sample hotelling's T2 test

Suppose there are two independent random samples from two populations or groups. A common multivariate two-sample test of hypotheses is versus where is a population location measure of the ith population for i = 1, 2. The two-sample Hotelling's T 2 test is the classical method, and is a special...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2018-05, Vol.47 (9), p.2172-2182
Main Authors: Rupasinghe Arachchige Don, H. S., Pelawa Watagoda, L. C. R.
Format: Article
Language:English
Subjects:
Analogs
Behrens-Fisher problem
bootstrap
coordinatewise median
Covariance matrix
Population
Populations
prediction region
Primary 62H15
RMVN estimator
Secondary 62G09
Test procedures
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Summary:Suppose there are two independent random samples from two populations or groups. A common multivariate two-sample test of hypotheses is versus where is a population location measure of the ith population for i = 1, 2. The two-sample Hotelling's T 2 test is the classical method, and is a special case of the one way MANOVA model if the two populations are assumed to have the same population covariance matrix. This paper suggests using a recent bootstrap technique to develop analogs of Hotelling's T 2 test. The new tests can have considerable outlier resistance, and the tests do not need the population covariance matrices to be equal.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2017.1337146