A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods

DOI10.1016/J.JMVA.2005.08.005MaRDI QIDQ853950zbMATH OpenOpenAlexFDO

Authors Davy Paindaveine

Publication date 7 December 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2005.08.005

zbMATH Keywords

semiparametric efficiencysphericity testshape matrixChernoff-Savage resultelliptical densityPitman non-admissibility

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

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• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
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Cited in

(10)

• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
• Efficient R-estimation of principal and common principal components
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
• Optimal rank-based testing for principal components
• On testing the equality of latent roots of scatter matrices under ellipticity
• On Hodges and Lehmann’s “6/π Result”
• Optimal rank-based tests for homogeneity of scatter
• Sign tests for weak principal directions
• Optimal rank-based tests for common principal components

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