Optimal signed-rank tests based on hyperplanes

DOI10.1016/J.JSPI.2004.04.022MaRDI QIDQ2573515zbMATH OpenOpenAlexFDO

Authors Davy Paindaveine, Hannu Oja

Publication date 22 November 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.04.022

zbMATH Keywords

Hypothesis testingInterdirectionsLift-interdirectionsMultivariate analysisNonparametric inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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Cites work

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• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
• Affine-Invariant Multivariate One-Sample Signed-Rank Tests
• Asymptotic methods in statistical decision theory
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• The geometry of the affine invariant multivariate sign and rank methods

Cited in

(23)

• Signed-rank tests for location in the symmetric independent component model
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Multivariate ranks based on randomized lift-interdirections
• Nonparametrically consistent depth-based classifiers
• On the geometry of multivariate \(L_1\) objective functions
• Multivariate signed-rank tests in vector autoregressive order identification
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics
• Affine-invariant classifier of extrapolation depth on the basis of a multilevel smoothing structure
• Depth-based classification method underlain by a remote concentration measure for processing asymmetric data
• Algorithmic aspects of determining depth functions in a procedure for optimal hypothesis selection in data classification problems
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
• An affine invariant \(k\)-nearest neighbor regression estimate
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
• Incomplete interdirections and lift-interdirections
• On the robustness to symmetry of some nonparametric multivariate one-sample sign-type tests
• Multivariate signed ranks: Randles' interdirections or Tyler's angles?
• Rank Test of Location Optimal for Hyperbolic Secant Distribution
• Optimal rank-based testing for principal components
• Optimal precedence tests under single and double-sampling framework
• Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
• One-sample location tests based on center-outward signs and ranks
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
• Pitman efficiency lower bounds for multivariate distribution-free tests based on optimal transport

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