On the efficiency of invariant multivariate sign and rank tests

zbMATH Open1145.62341MaRDI QIDQ5455544FDOQ5455544

Authors: Klaus Nordhausen, Hannu Oja, David E. Tyler 

Publication date: 3 April 2008

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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)

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

Uses Software

• R

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