6533b85cfe1ef96bd12bc095
RESEARCH PRODUCT
On the Efficiency of Affine Invariant Multivariate Rank Tests
J. TienariJ. MöttönenThomas P. HettmanspergerHannu Ojasubject
CombinatoricsStatistics and ProbabilityMultivariate statisticsNumerical AnalysisRank (linear algebra)Consistent estimatorAffine invariantStatistics::MethodologyMultivariate normal distributionStatistics Probability and UncertaintyAsymptotic efficiency Oja median multivariate signed-rank test multivariate-rank test Pitman efficiencyMathematicsdescription
AbstractIn this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariatetdistributions, relative efficiencies with respect to Hotelling'sT2test are calculated.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1998-07-01 | Journal of Multivariate Analysis |