Weighted rank tests and Hodges-Lehmann estimates for the multivariate two-sample location problem with clustered data
: Lemponen R, Larocque D, Nevalainen J, Oja H
Publisher: TAYLOR & FRANCIS LTD
: 2012
: Journal of Nonparametric Statistics
: JOURNAL OF NONPARAMETRIC STATISTICS
: J NONPARAMETR STAT
: 4
: 24
: 4
: 977
: 991
: 15
: 1048-5252
DOI: https://doi.org/10.1080/10485252.2012.712693
A family of weighted rank tests and corresponding Hodges-Lehmann estimates are proposed for the analysis of multivariate two-sample clustered data. These procedures are a specific case of the nonparametric multivariate methods for clustered data considered by Nevalainen, Larocque, Oja, and Porsti [(2010), 'Nonparametric Analysis of Clustered Multivariate Data', Journal of the American Statistical Association, 105, 864-871]. This paper provides detailed proofs of their asymptotic properties that have not been previously published. Optimal weights for the procedures are derived and illustrated. The theoretical results are supplemented with simulation studies.