Signed-rank tests for location in the symmetric independent component model

DOI10.1016/J.JMVA.2008.08.004MaRDI QIDQ1006664zbMATH OpenOpenAlexWikidataFDO

Authors Klaus Nordhausen, Hannu Oja, Davy Paindaveine

Publication date 25 March 2009

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

Full work available at URL https://doi.org/10.1016/j.jmva.2008.08.004

zbMATH Keywords

elliptical symmetryHotelling's testindependent component modelslocal asymptotic normalityone-sample location problemrank tests

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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• Semiparametrically efficient inference based on signed ranks in symmetric independent component models
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Cites work

• A distribution-free M-estimator of multivariate scatter
• A Distribution-Free Multivariate Sign Test Based on Interdirections
• A Multivariate Signed-Rank Test for the One-Sample Location Problem
• A New Concept for Separability Problems in Blind Source Separation
• A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
• Affine-Invariant Multivariate One-Sample Signed-Rank Tests
• Affine-invariant rank tests for multivariate independence in independent component models
• Asymptotic methods in statistical decision theory
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• scientific article; zbMATH DE number 3376558 (Why is no real title available?)
• Multivariate signed ranks: Randles' interdirections or Tyler's angles?
• Multivariate spatial sign and rank methods
• On the efficiency of invariant multivariate sign and rank tests
• Optimal signed-rank tests based on hyperplanes
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
• The Contribution of Individual Variables to Hotelling's T 2 , Wilks' Λ, and R 2

Cited in

(6)

• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation
• Affine-invariant rank tests for multivariate independence in independent component models
• Characteristics of multivariate distributions and the invariant coordinate system
• Semiparametrically efficient inference based on signed ranks in symmetric independent component models
• Invariant co-ordinate selection (with discussion)

Describes a project that uses

Uses Software

• ICS
• R
• ICSNP
• FastICA

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