Abstract
In this paper, we consider the percentile test procedures for multivariate and right censored data. Because of the involvement of censoring distribution into the distribution of the proposed test statistic, we study the asymptotic normality using the estimated covariance matrix. Finally, we derive the asymptotic relative efficiency and illustrate our procedures with an example.
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Park, HI. Multivariate Percentile Tests for Incomplete Data. Annals of the Institute of Statistical Mathematics 54, 934–944 (2002). https://doi.org/10.1023/A:1022483923172
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DOI: https://doi.org/10.1023/A:1022483923172