On the efficiency of invariant multivariate sign and rank tests

MaRDI QIDQ5455544zbMATH OpenFDO

Authors Klaus Nordhausen, Hannu Oja, David E. Tyler

Publication date 3 April 2008

zbMATH Keywords

Wilcoxon testkurtosisM-estimatemultivariate medianHodges Lehmann estimatetransformation and retransformation technique

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(6)

• On the efficiency of affine invariant multivariate rank tests
• An analysis of David E. Tyler's publication and coauthor network
• On the usage of joint diagonalization in multivariate statistics
• On invariant coordinate system (ICS) functionals
• Signed-rank tests for location in the symmetric independent component model
• Multiple-output quantile regression neural network

Describes a project that uses

Uses Software

• R

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