Nonparametric Tests for Testing Equality of Location Parameters of Two Multivariate Distributions

Abstract

In this paper, we have proposed two nonparametric tests for testing equal-ity of location parameters of two multivariate distributions based on thenotion of data depth. The proposed tests are extensions of the M-basedtest due to Li and Liu (2004). The performance of proposed tests has beenassessed for symmetric as well as skewed multivariate distributions by sim-ulation experiments. The tests have better performance in terms of poweras compared to the M-based test and some of their competitors. The use oftests is illustrated with body dimension data due to Heinz et al.(2003).