Title of article
On the Efficiency of Affine Invariant Multivariate Rank Tests
Author/Authors
Mِttِnen، نويسنده , , J. and Hettmansperger، نويسنده , , T.P. and Oja، نويسنده , , H. and Tienari، نويسنده , , J.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1998
Pages
15
From page
118
To page
132
Abstract
In 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 HotellingʹsT2test are calculated.
Keywords
multivariate signed-rank test , multivariate-rank test , Pitman efficiency , Asymptotic efficiency , Oja median
Journal title
Journal of Multivariate Analysis
Serial Year
1998
Journal title
Journal of Multivariate Analysis
Record number
1557517
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