Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
From MaRDI portal
Publication:2373578
DOI10.1214/009053606000000948zbMath1115.62059arXiv0708.0079MaRDI QIDQ2373578
Marc Hallin, Hannu Oja, 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/0708.0079
local asymptotic normality; semiparametric efficiency; affine equivariance; one-step estimation; elliptical densities; multivariate ranks and signs; shape matrix
62G10: Nonparametric hypothesis testing
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
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