A class of PP L-statistics for tests (Q1207192)
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scientific article; zbMATH DE number 149350
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| English | A class of PP L-statistics for tests |
scientific article; zbMATH DE number 149350 |
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A class of PP L-statistics for tests (English)
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1 April 1993
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\(L\)-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.
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linear combination of order statistics
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robustness
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projection index
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multidimensional \(L\)-statistics
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asymptotic null distributions
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location and dispersion testing problems
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