ASYMPTOTICALLY DISTRIBUTION-FREE MULTIVARIATE RANK TESTS FOR MULTIPLE SAMPLES WITH PARTIALLY INCOMPLETE OBSERVATIONS

Publication Description
In many clinical trials, it is of interest to compare more than two populations with respect to multiple correlated end-points. In this paper, we present a multivariate rank test for the comparison of R-samples (R ≥ 2) with respect to multiple time-to-event outcomes as well as to repeated measures. We present a statistic that is a function of a linear combination of stochastic integrals and show that the large sample distribution of a vector of (R − 1)RK such stochastic integrals for K (K > 1) variates and R groups is asymptotically multivariate normal. We then describe an R-sample T2-like K-variate omnibus test similar to the Kruskal-Wallis test.

Primary Author
Yuko Y. Palesch
John M. Lachin

Volume
4

Issue
1

Start Page
373

Other Pages
387

Publisher
Institute of Statistical Science, Academia Sinica and International Chinese Statistical Association

URL
https://www.jstor.org/stable/24305294



Reference Type
Journal Article

Periodical Full
Statistica Sinica

Publication Year
1994

Publication Date
Jan 1,

ISSN/ISBN
1017-0405