Sign test of independence between two random vectors.

DOI10.1016/S0167-7152(02)00399-1zbMath1101.62332WikidataQ109744839 ScholiaQ109744839MaRDI QIDQ1423264

Sara Taskinen, Hannu Oja, Annaliisa Kankainen

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

RobustnessPitman efficiencyAffine invarianceQuadrant testWilks' test

Mathematics Subject Classification ID

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

Related Items

On high-dimensional sign tests, On some exact distribution-free tests of independence between two random vectors of arbitrary dimensions, Symmetrical independence tests for two random vectors with arbitrary dimensional graphs, Affine-invariant rank tests for multivariate independence in independent component models, Tests of mutual independence among several random vectors using univariate and multivariate ranks of nearest neighbours, Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data, Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation, Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation, Multivariate tests of independence and their application in correlation analysis between financial markets, Multivariate tests of independence based on a new class of measures of independence in reproducing kernel Hilbert space, Sign tests for weak principal directions, Distance-based and RKHS-based dependence metrics in high dimension, Spatial sign correlation, Some tests of independence based on maximum mean discrepancy and ranks of nearest neighbors, Applications and asymptotic power of marginal-free tests of stochastic vectorial independence, Multivariate nonparametric tests, A multivariate nonparametric test of independence, ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions, Nonparametric tests of independence based on interpoint distances, Weighted empirical likelihood estimates and their robustness properties, Some new copula based distribution-free tests of independence among several random variables, On universally consistent and fully distribution-free rank tests of vector independence

Cites Work

• Descriptive statistics for multivariate distributions
• A distribution-free M-estimator of multivariate scatter
• A Nonparametric Test of Independence Between Two Vectors
• A practical affine equivariant multivariate median
• A Simpler, Affine-Invariant, Multivariate, Distribution-Free Sign Test
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Some New Test Criteria in Multivariate Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item