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
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
Journal title :
Journal of Multivariate Analysis
