On the efficiency of affine invariant multivariate rank tests

DOI10.1006/jmva.1998.1740zbMath1127.62361OpenAlexW1989847992MaRDI QIDQ1268014

Thomas P. Hettmansperger, Jyrki Möttönen, Juha Tienari, Hannu Oja

Publication date: 14 October 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1740

zbMATH Keywords

Oja medianPitman efficiencyAsymptotic efficiencymultivariate signed-rank testmultivariate-rank test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Affine equivariant multivariate rank methods, On the measure of anchored Gaussian simplices, with applications to multivariate medians, On the limiting distributions of multivariate depth-based rank sum statistics and related tests, Rank-based optimal tests of the adequacy of an elliptic VARMA model, The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies., Rank covariance matrix estimation of a partially known covariance matrix, A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results, Affine invariant depth-based tests for the multivariate one-sample location problem, Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic, Optimal signed-rank tests based on hyperplanes, Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks., Asymptotic linearity of serial and nonserial multivariate signed rank statistics

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