Rank scores tests of multivariate independence

MaRDI QIDQ5290315zbMATH OpenFDO

Authors Sara Taskinen, Annaliisa Kankainen, Hannu Oja

Publication date 28 April 2006

zbMATH Keywords

efficiencyKendall's taurobustnessSpearman's rhoWilks' testaffine equivariant signs

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(25)

• Optimal rank-based tests for block exogeneity in vector autoregressions
• scientific article; zbMATH DE number 1894269 (Why is no real title available?)
• Some robust tests of independence in symmetrical multivariate distributions
• Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
• Data-Driven Rank Tests for Independence
• Independence properties of the truncated multivariate elliptical distributions
• Multivariate Nonparametric Tests of Independence
• Tests of multivariate independence for ordinal data
• Linear rank tests for independence in bivariate distributions-power comparisons by simulation
• Affine-invariant rank tests for multivariate independence in independent component models
• Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
• Testing the information matrix equality with robust estimators
• Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results
• scientific article; zbMATH DE number 3980248 (Why is no real title available?)
• A consistent multivariate test of association based on ranks of distances
• An independence property of multivariate ranks useful in Monte Carlo studies
• Multivariate sign and rank tests for independence
• Signed-rank tests for location in the symmetric independent component model
• Multivariate rank correlations: A Gaussian field on a direct product of spheres
• Asymptotic distribution of rank statistics under dependencies with multivariate application
• On universally consistent and fully distribution-free rank tests of vector independence
• Test of multivariate linear models using spatial concordances
• RANK TESTS FOR MULTIVARIATE TREND
• Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs

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