On high-dimensional sign tests

DOI10.3150/15-BEJ710zbMath1360.62225arXiv1311.3118MaRDI QIDQ282562

Davy Paindaveine, Thomas Verdebout

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.3118

zbMATH Keywords

rank testslocal asymptotic normalitygraphical modelsconditional independencehigh-dimensional testsportmanteau testssign testsuniversal asymptoticsscatter matrixsigned rankspseudo-Gaussian tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Non-Markovian processes: hypothesis testing (62M07) Graphical methods in statistics (62A09)

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Uses Software

• MNM

Cites Work

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