Multivariate Nonparametric Methods

Univariate Nonparametric tests have been available for some time. Exact Inference for these tests are also an option from software such as STatXact. However multivariate versions of univariate nonparametric tests are harder to come by in most standard statistical software. Oja and Randles’s 2004 paper, Multivariate Nonparametric Tests, Journal of Statistical Science, Vol.19, No. 4 Pg598, addresses the problem and offers an implementation as R routines. Author Oja’s website describes access to the following tests:
Multivariate sign test; Multivariate sign-rank test; Sign test of independence; Spearman’s rho -type test of independence; Kendall’s tau -type test of independence; Several-samples MANOVA multivariate sign test and a Several-samples MANOVA multivariate rank test.

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