AFFINE-INVARIANT MULTIVARIATE ONE-SAMPLE SIGNED-RANK TESTS

Brown and Hettmansperger introduced affine-invariant bivariate analogs of the sign, rank, and signed-rank tests based on the Oja median. In this article affine-invariant k-variate extensions of the one-sample s igned-rank test and the Hodges-Lehmann estimate are considered. The ne cessary distribution theory is developed, and asymptotic Pitman effici encies with respect to Hotelling's T-2 test under multivariate t distr ibutions are tabulated. An application of the signed-rank tests to a r epeated-measurement setting is presented.