On the efficiency of multivariate spatial sign and rank tests

DOI10.1214/AOS/1031833663zbMATH Open0873.62048OpenAlexW1973884586MaRDI QIDQ1359413FDOQ1359413

Authors: Jyrki Möttönen, Hannu Oja, Juha Tienari 

Publication date: 3 July 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031833663

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zbMATH Keywords

spatial medianlimiting distributionsmultivariate locationsigned-rank testscontiguous sequences of alternativesangle testasymptotic Pitman efficienciesmultivariate \(t\) distributionsmultivariate rank testmultivariate sign testone-sample location case

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Directional data; spatial statistics (62H11) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
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• Descriptive statistics for multivariate distributions
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• Multivariate spatial sign and rank methods
• A Distribution-Free Multivariate Sign Test Based on Interdirections
• Bivariate Sign Tests
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• A multivariate signed sum test for theone-sample location problem
• Rank based robust analysis of linear models. I: Exposition and review. With comments and a rejoinder by the author
• On Certain Bivariate Sign Tests and Medians

Cited In (46)

• On the efficiency of affine invariant multivariate rank tests
• Affine-equivariant inference for multivariate location under \({L_p}\) loss functions
• On the weighted multivariate Wilcoxon rank regression estimate
• Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
• Nonparametric multivariate rank tests and their unbiasedness
• Distribution-free high-dimensional two-sample tests based on discriminating hyperplanes
• Affine-invariant rank tests for the bivariate one-way layout and for simple regression models
• A simpler spatial-sign-based two-sample test for high-dimensional data
• Robust inference for change points in high dimension
• \(k\)-step shape estimators based on spatial signs and ranks
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
• A rank-based Cramér-von-Mises-type test for two samples
• Affine-equivariant spatial median and its use in the multivariate multi-sample location problem
• The spatial distribution in infinite dimensional spaces and related quantiles and depths
• Asymptotic relative Pitman efficiency in group models.
• Gini covariance matrix and its affine equivariant version
• Efficiency in the Use of Hotellings T²
• Generalized multivariate rank type test statistics via spatial U-quantiles
• Rank-based optimal tests of the adequacy of an elliptic VARMA model
• Some robust estimates of principal components
• Asymptotic efficiency of some nonparametric tests for location on hyperspheres
• Asymptotic linearity of serial and nonserial multivariate signed rank statistics
• A spatial rank test and corresponding estimators for several samples
• Positions and QQ plots
• Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
• Affine invariant depth-based tests for the multivariate one-sample location problem
• Spatial sign correlation
• A multivariate Wilcoxon regression estimate
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Effect of kurtosis on efficiency of some multivariate medians
• The Multivariate Randomized Complete Block Design: A Novel Permutation Solution in Case of Ordered Categorical Variables
• A weighted spatial median for clustered data
• An inverse norm weight spatial sign test for high-dimensional directional data
• Multivariate nonparametric tests in a randomized complete block design
• Multivariate nonparametric tests
• Some high-dimensional one-sample tests based on functions of interpoint distances
• Monotonicity properties of spatial depth
• Robustness of principal component analysis with Spearman's rank matrix
• Robustness of the affine equivariant scatter estimator based on the spatial rank covariance matrix
• Data depth based on spatial rank.
• Multi-sample comparison using spatial signs for infinite dimensional data
• Tests and estimates of shape based on spatial signs and ranks
• Inference based on the affine invariant multivariate Mann–Whitney–Wilcoxon statistic
• Optimal signed-rank tests based on hyperplanes

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