Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity

DOI10.1214/009053606000000731zbMath1114.62066arXiv0707.4621OpenAlexW2129187399MaRDI QIDQ2373577

Marc Hallin, Davy Paindaveine

Publication date: 12 July 2007

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

Full work available at URL: https://arxiv.org/abs/0707.4621

zbMATH Keywords

local asymptotic normalityJohn's testelliptical densitiesmultivariate ranks and signsshape matrixlocally asymptotically maximin testsMauchly's testSchott's test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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