On the efficiency of affine invariant multivariate rank tests

DOI10.1006/JMVA.1998.1740zbMATH Open1127.62361OpenAlexW1989847992MaRDI QIDQ1268014FDOQ1268014

Authors: Thomas P. Hettmansperger, Jyrki Möttönen, Hannu Oja, Juha Tienari 

Publication date: 14 October 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1998.1740

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zbMATH Keywords

Oja medianPitman efficiencyAsymptotic efficiencymultivariate signed-rank testmultivariate-rank test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

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Cited In (18)

• Title not available (Why is that?)
• On the measure of anchored Gaussian simplices, with applications to multivariate medians
• Affine equivariant multivariate rank methods
• The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
• Affine-invariant rank tests for the bivariate one-way layout and for simple regression models
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• On the limiting distributions of multivariate depth-based rank sum statistics and related tests
• Rank-based optimal tests of the adequacy of an elliptic VARMA model
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
• On the efficiency of invariant multivariate sign and rank tests
• Affine invariant depth-based tests for the multivariate one-sample location problem
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
• Title not available (Why is that?)
• An Approach to Multivariate Rank Tests in Multivariate Analysis of Variance
• Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic
• Rank covariance matrix estimation of a partially known covariance matrix
• Optimal signed-rank tests based on hyperplanes

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