Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
From MaRDI portal
Publication:2373578
DOI10.1214/009053606000000948zbMath1115.62059arXiv0708.0079OpenAlexW2142582388MaRDI QIDQ2373578
Davy Paindaveine, Marc Hallin, Hannu Oja
Publication date: 12 July 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.0079
local asymptotic normalitysemiparametric efficiencyaffine equivarianceone-step estimationelliptical densitiesmultivariate ranks and signsshape matrix
Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
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