On the robustness to symmetry of some nonparametric multivariate one-sample sign-type tests

DOI10.1080/00949655.2015.1092540MaRDI QIDQ5222452zbMATH OpenOpenAlexFDO

Authors

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1092540

zbMATH Keywords

nonparametric testsHotelling's \(T^2\) testmultivariate sign testsmardia multivariate skewnessmultivariate one-sample testsmultivariate signed-rank testsrobustness and power

Mathematics Subject Classification ID

Statistics (62-XX)

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• scientific article; zbMATH DE number 509166

Cites work

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• A Multivariate Exponential Distribution
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• A distribution-free M-estimator of multivariate scatter
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• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
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• Descriptive statistics for multivariate distributions
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• Measures of multivariate skewness and kurtosis with applications
• Multivariate nonparametric tests
• Optimal signed-rank tests based on hyperplanes
• Outlier detection for multivariate skew-normal data: a comparative study
• Parametric and nonparametric bootstrap methods for general MANOVA
• Power of depth-based nonparametric tests for multivariate locations
• Robust and efficient one-way MANOVA tests
• The Generalization of Student's Ratio
• The Skew-normal Distribution and Related Multivariate Families*
• The multivariate skew-normal distribution

Cited in

(4)

• Robustness to non-normality of various tests for the one-sample location problem
• MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS
• K -depth tests for testing simultaneously independence and other model assumptions in time series
• Improving the Wilcoxon signed rank test by a kernel smooth probability integral transformation

Describes a project that uses

Uses Software

• semTools
• sn
• MNM
• ICSNP
• R

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