A class of PP L-statistics for tests

DOI10.1007/BF02006071MaRDI QIDQ1207192zbMATH OpenOpenAlexFDO

Authors Peide Shi, Guoying Li

Publication date 1 April 1993

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02006071

zbMATH Keywords

asymptotic null distributionslinear combination of order statisticslocation and dispersion testing problemsmultidimensional \(L\)-statisticsprojection indexrobustness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62H99)

Review text

\(L\)-statistics, a linear combination of order statistics, are important and used in practice. Theoretically, there are some good properties, such as robustness, etc. Up to now, most work on \(L\)-statistics has focused only on univariate data. In this paper, projection pursuit techniques are employed to develop a class of \(L\)-statistics for multivariate data, which is used to test a certain class of hypotheses. The main idea is to choose a univariate \(L\)- statistic as a projection index so that a class of multidimensional \(L\)- statistics can be established. The corresponding asymptotic null distributions of the test \(L\)-statistics are derived. As illustration, some applications to location and dispersion testing problems are considered.

Cites work

• Approximation Theorems of Mathematical Statistics
• Convergence of stochastic processes
• scientific article; zbMATH DE number 4080646 (Why is no real title available?)
• Projection pursuit

Cited in

(6)

• Statistical tests for the pseudo-Lindley distribution and applications
• scientific article; zbMATH DE number 4080646 (Why is no real title available?)
• scientific article; zbMATH DE number 23847 (Why is no real title available?)
• scientific article; zbMATH DE number 27754 (Why is no real title available?)
• scientific article; zbMATH DE number 3994787 (Why is no real title available?)
• scientific article; zbMATH DE number 5663588 (Why is no real title available?)

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