Two-Sample Asymptotically Distribution-Free Tests for Incomplete Multivariate Observations

Abstract

Abstract Asymptotically distribution-free tests for equality of two multivariate distributions based on censored observations are proposed. By choosing appropriate test scores, we obtain the multivariate versions of the Gehan and log-rank tests. An important application of the proposed tests is in the area in which multiple observations are collected on study subjects, some of whom may have missing observations. The patterns of missing observations are allowed to differ for the two groups to be compared. These tests are particularly useful for longitudinal studies—for example, the analysis of repeated measurements and growth curves. Real examples are also provided for illustration.