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Short Communications

Numerical analysis of Piterbarg–Tyurin procedures for testing homogeneity and independence

T. A. Romanova

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: We consider the problems of testing homogeneity for two multivariate samples and the independence of two groups of variables. Several numerical experiments with simulation data are discussed and give evidence for further practical applications.

Keywords: two-sample multivariate problem, homogeneity rank tests, Gaussian field.

Received: 02.03.2000

DOI: 10.4213/tvp506

 English version: Theory of Probability and its Applications, 2001, 45:4, 681–687

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