{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/20287"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/20287","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Nonparametric multivariate multisample tests of the location problem and multivariate regression based on directions of data","abstract":"Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect to conventional parametric multivariate one, two and multisample tests, respectively, under normality.","abstract_html":"Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect to conventional parametric multivariate one, two and multisample tests, respectively, under normality.","abstract_has_math":false,"creators":["Choi, Kyungmee"],"institution":"University of Illinois at Urbana-Champaign","degree_name":"Ph.D.","degree_level":"Dissertation","degree_discipline":"Statistics","degree_department":null,"school":null,"contributors":["Marden, John I."],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2011,"date_issued":"2011-05-07T12:34:55Z","date_published":"2011-05-07T12:34:55Z","updated_at":"2026-07-22T22:25:15Z","subjects":["Statistics"],"languages":["eng"],"rights":["Copyright 1995 Choi, Kyungmee"],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["AAI9624314","(UMI)AAI9624314"],"render_values":[{"text":"AAI9624314","href":null,"code":true},{"text":"(UMI)AAI9624314","href":null,"code":true}]}]},"links":{"outbound_url":"http://hdl.handle.net/2142/20287","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Marden, John I."]},{"key":"dc:creator","label":"Author","values":["Choi, Kyungmee"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2011-05-07T12:34:55Z","10000-01-01","1995"]},{"key":"dc:type","label":"Dc Type","values":["text"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Statistics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Ph.D."]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["University of Illinois at Urbana-Champaign"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Statistics"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["eng"]},{"key":"dc:rights","label":"Dc Rights","values":["Copyright 1995 Choi, Kyungmee"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["AAI9624314","(UMI)AAI9624314","http://hdl.handle.net/2142/20287"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect to conventional parametric multivariate one, two and multisample tests, respectively, under normality.","Next new nonparametric multivariate two sample and multisample tests are developed based on directions of differences between paired data, each member of a pair being from different samples. Then their asymptotic relative efficiencies with respect to Hotelling's $T\\sp2$ and Wilks' $\\Lambda$ are calculated. The relationship of our statistics to Chaudhuri's location estimates based on U-statistics is discussed. Numerically evaluated asymptotic relative efficiencies and Monte Carlo simulation studies for the various distributions show that our tests are more powerful than Hotelling's $T\\sp2$ and Wilks' $\\Lambda$ when samples are from heavy tailed distributions. They are also competitive among other nonparametric tests when samples are from light tailed distributions. We show that their power and level breakdown points are as good as those of the univariate sign test and Wilcoxon rank sum test.","Finally we apply this method to extend Kendall's $\\tau$ to a multivariate setting and develop nonparametric multiple and multivariate regression techniques based on directions of data. Univariate and multivariate analysis of variance are considered as special cases of the regression problem with a fixed and balanced design matrix. As the dimension of the space where the explanatory variables take their values increases, the numerically evaluated asymptotic efficiency increases for each studied distribution. For independent random variables with values in a space of fixed dimension, its asymptotic relative efficiencies coincide with those of our location tests.","Made available in DSpace on 2011-05-07T12:34:55Z (GMT). No. of bitstreams: 2 license.txt: 4922 bytes, checksum: 910b249b4beec47e7ab768910c8f966f (MD5) 9624314.pdf: 3559443 bytes, checksum: f6e58b738cf8f3b0d2a1367ad4ccd742 (MD5) Previous issue date: 1995","Item marked as restricted to the 'UIUC Users [automated]' Group (id=2) by Howard Ding (hding2@illinois.edu) on 2011-05-07T14:42:53Z Item is restricted indefinitely.","Restriction data tranferred 2014-07-01T11:18:42-05:00 Original Data Group with Access UIUC Users [automated] Release Date: none Reason: ETDs are only available to UIUC Users without author permission","ETDs are only available to UIUC Users without author permission","U of I Only"]},{"key":"dc:title","label":"Title","values":["Nonparametric multivariate multisample tests of the location problem and multivariate regression based on directions of data"]}]}],"canonical_facts":{"dc:contributor":["Marden, John I."],"dc:creator":["Choi, Kyungmee"],"dc:date":["2011-05-07T12:34:55Z","10000-01-01","1995"],"dc:description":["Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect to conventional parametric multivariate one, two and multisample tests, respectively, under normality.","Next new nonparametric multivariate two sample and multisample tests are developed based on directions of differences between paired data, each member of a pair being from different samples. Then their asymptotic relative efficiencies with respect to Hotelling's $T\\sp2$ and Wilks' $\\Lambda$ are calculated. The relationship of our statistics to Chaudhuri's location estimates based on U-statistics is discussed. Numerically evaluated asymptotic relative efficiencies and Monte Carlo simulation studies for the various distributions show that our tests are more powerful than Hotelling's $T\\sp2$ and Wilks' $\\Lambda$ when samples are from heavy tailed distributions. They are also competitive among other nonparametric tests when samples are from light tailed distributions. We show that their power and level breakdown points are as good as those of the univariate sign test and Wilcoxon rank sum test.","Finally we apply this method to extend Kendall's $\\tau$ to a multivariate setting and develop nonparametric multiple and multivariate regression techniques based on directions of data. Univariate and multivariate analysis of variance are considered as special cases of the regression problem with a fixed and balanced design matrix. As the dimension of the space where the explanatory variables take their values increases, the numerically evaluated asymptotic efficiency increases for each studied distribution. For independent random variables with values in a space of fixed dimension, its asymptotic relative efficiencies coincide with those of our location tests.","Made available in DSpace on 2011-05-07T12:34:55Z (GMT). No. of bitstreams: 2 license.txt: 4922 bytes, checksum: 910b249b4beec47e7ab768910c8f966f (MD5) 9624314.pdf: 3559443 bytes, checksum: f6e58b738cf8f3b0d2a1367ad4ccd742 (MD5) Previous issue date: 1995","Item marked as restricted to the 'UIUC Users [automated]' Group (id=2) by Howard Ding (hding2@illinois.edu) on 2011-05-07T14:42:53Z Item is restricted indefinitely.","Restriction data tranferred 2014-07-01T11:18:42-05:00 Original Data Group with Access UIUC Users [automated] Release Date: none Reason: ETDs are only available to UIUC Users without author permission","ETDs are only available to UIUC Users without author permission","U of I Only"],"dc:identifier":["AAI9624314","(UMI)AAI9624314","http://hdl.handle.net/2142/20287"],"dc:language":["eng"],"dc:rights":["Copyright 1995 Choi, Kyungmee"],"dc:subject":["Statistics"],"dc:title":["Nonparametric multivariate multisample tests of the location problem and multivariate regression based on directions of data"],"dc:type":["text"],"thesis:degree_discipline":["Statistics"],"thesis:degree_level":["Dissertation"],"thesis:degree_name":["Ph.D."],"thesis:institution_name":["University of Illinois at Urbana-Champaign"]},"updated_at":"2026-07-22T22:25:15Z"}