Nonparametric tests for multivariate locations based on data depth

ABSTRACT The present paper deals with the problem of testing equality of locations of two multivariate distributions using a notion of data depth. A notion of data depth has been used to measure centrality/outlyingness of a given point in a given data cloud. The paper proposes two nonparametric tests for testing equality of locations of two multivariate populations which are developed by observing the behavior of the depth versus depth plot. Simulation study reveals that the proposed tests are superior to the existing tests based on the data depth with regard to power. Illustrations with real data are provided.

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