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April 1997 On the efficiency of multivariate spatial sign and rank tests
Jyrki Möttönen, Hannu Oja, Juha Tienari
Ann. Statist. 25(2): 542-552 (April 1997). DOI: 10.1214/aos/1031833663

Abstract

Asymptotic Pitman efficiencies of multivariate spatial sign and rank methods are considered in the one-sample location case. Limiting distributions of the spatial sign and signed-rank tests under the null hypothesis as well as under contiguous sequences of alternatives are given. Formulae for asymptotic relative efficiencies are found and, under multivariate t distributions, relative efficiencies with respect to Hotelling's $T^2$ test are calculated.

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Jyrki Möttönen. Hannu Oja. Juha Tienari. "On the efficiency of multivariate spatial sign and rank tests." Ann. Statist. 25 (2) 542 - 552, April 1997. https://doi.org/10.1214/aos/1031833663

Information

Published: April 1997
First available in Project Euclid: 12 September 2002

zbMATH: 0873.62048
MathSciNet: MR1439313
Digital Object Identifier: 10.1214/aos/1031833663

Subjects:
Primary: 62G10, 62G20, 62H15
Secondary: 62H11

Rights: Copyright © 1997 Institute of Mathematical Statistics

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Vol.25 • No. 2 • April 1997
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