A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods

DOI10.1016/j.jmva.2005.08.005zbMath1101.62045OpenAlexW1972553384MaRDI QIDQ853950

Davy Paindaveine

Publication date: 7 December 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.08.005

zbMATH Keywords

semiparametric efficiencysphericity testshape matrixChernoff-Savage resultelliptical densityPitman non-admissibility

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

Related Items

Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity, Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape, Optimal rank-based testing for principal components, On testing the equality of latent roots of scatter matrices under ellipticity, Sign tests for weak principal directions, Optimal rank-based tests for common principal components, Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression, Optimal rank-based tests for homogeneity of scatter, On Hodges and Lehmann’s “6/π Result”, Efficient R-Estimation of Principal and Common Principal Components

Cites Work

• Unnamed Item
• Unnamed Item
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
• A distribution-free M-estimator of multivariate scatter
• Concepts of nonparametric theory
• Aligned rank tests for linear models with autocorrelated error terms
• ``Student and small-sample theory.
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
• Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
• Testing for proportionality of multivariate dispersion structures using interdirections
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Sufficient Conditions for Global Minima of Suitably Convex Functionals from Variational and Control Theory
• ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
• Asymptotic Efficiency of Nonparametric Tests
• An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests