On the efficiency of affine invariant multivariate rank tests

DOI10.1006/JMVA.1998.1740MaRDI QIDQ1268014zbMATH OpenOpenAlexFDO

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

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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• A Multivariate Signed-Rank Test for the One-Sample Location Problem
• A Quality Index Based on Data Depth and Multivariate Rank Tests
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• Affine-Invariant Multivariate One-Sample Signed-Rank Tests
• Descriptive statistics for multivariate distributions
• Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
• On the efficiency of multivariate spatial sign and rank tests
• Some distributions related to a noncentral wishart distribution

Cited in

(18)

• scientific article; zbMATH DE number 4066156 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 1124638 (Why is no real title available?)
• An Approach to Multivariate Rank Tests in Multivariate Analysis of Variance
• Rank covariance matrix estimation of a partially known covariance matrix
• Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic
• Optimal signed-rank tests based on hyperplanes

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