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

Full work available at URL https://doi.org/10.1007/978-3-031-22687-8_5

zbMATH Keywords

measure transportationmultivariate rankstwo-sample rank tests

Mathematics Subject Classification ID

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

Cites work

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• Existence and uniqueness of monotone measure-preserving maps
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• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
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• 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

(6)

• Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
• Multivariate Quantile-Based Permutation Tests with Application to Functional Data
• Some novel aspects of quantile regression: local stationarity, random forests, and optimal transportation
• One-sample location tests based on center-outward signs and ranks
• Marc Hallin: a commented bibliography (from 1972 to 2023)
• Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach

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