A MAX-TYPE MULTIVARIATE BAUMGARTNER STATISTIC AND ITS POWER COMPARISON

Abstract

　A multivariate two-sample testing problem is one of the most important topics in nonparametric statistics. Further, a max-type multivariate Baumgartner test is proposed for testing the equality of two continuous distribution functions. In this paper, multivariate two-sample testing problems were examined based on the Jurečková & Kalina's ranks of distances. Simulations were used to investigate the power of the suggested statistic for various population distributions. The results indicate that the proposed test statistic is more suitable than various existing statistics for testing a shift in the location, scale and location-scale parameters. The method is illustrated by the analysis of real data.