Multivariate Bi-Aspect Testing for the Two-Sample Location Problem

Abstract The multivariate extension of the bi-aspect nonparametric testing procedure for the two-sample location problem presented in Marozzi (2004) is discussed. Two solutions are presented: the former is focused on each variable, the latter is focused on each of the two aspects involved in the bi-aspect (the categorical and the numerical one). Formal proofs of exactness, unbiasedness, and consistency of the multivariate tests are given. Such properties hold even when population first and second moments do not exist.