On the finite-sample performance of measure-transportation-based multivariate rank tests

DOI10.1007/978-3-031-22687-8_5MaRDI QIDQ6606397zbMATH OpenFDO

Authors Marc Hallin, Gilles Mordant

Publication date 16 September 2024

zbMATH Keywords

multivariate ranksmeasure transportationtwo-sample rank tests

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites work

• scientific article; zbMATH DE number 3258670 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
• Center-Outward R-Estimation for Semiparametric VARMA Models
• Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
• Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs
• Existence and uniqueness of monotone measure-preserving maps
• Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles
• Monge-Kantorovich depth, quantiles, ranks and signs
• Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
• On the continuity of center-outward distribution and quantile functions
• On universally consistent and fully distribution-free rank tests of vector independence
• Rank-based testing for semiparametric VAR models: a measure transportation approach
• Robust Estimation of a Location Parameter
• Simon Newcomb, Percy Daniell, and the History of Robust Estimation 1885-1920
• Vector quantile regression: an optimal transport approach

Cited in

(1)

• Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

This page was built for publication: On the finite-sample performance of measure-transportation-based multivariate rank tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606397)