A Chernoff-Savage result for shape: On the non-admissibility of pseudo-Gaussian methods
DOI10.1016/J.JMVA.2005.08.005zbMATH Open1101.62045OpenAlexW1972553384MaRDI QIDQ853950FDOQ853950
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
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- scientific article; zbMATH DE number 1048004
semiparametric efficiencysphericity testshape matrixChernoff-Savage resultelliptical densityPitman non-admissibility
Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)
Cites Work
- A distribution-free M-estimator of multivariate scatter
- 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
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- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
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- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
- Testing for proportionality of multivariate dispersion structures using interdirections
- An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests
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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