On the efficiency of affine invariant multivariate rank tests

被引：17
|
作者：
Mottonen, J [1 ]
Hettmansperger, TP
Oja, H
Tienari, J
机构：
[1] Tampere Univ Hosp, Tampere, Finland
[2] Penn State Univ, University Pk, PA 16802 USA
[3] Univ Jyvaskyla, SF-40351 Jyvaskyla, Finland
[4] Oulu Univ, Oulu, Finland
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1998年 / 66卷 / 01期
关键词：
asymptotic efficiency; Oja median; multivariate signed-rank test; multivariate-rank test; Pitman efficiency;
D O I：
10.1006/jmva.1998.1740
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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 fur asymptotic relative efficiencies are found and, under multivariate normal and multivariate t distributions, relative efficiencies with respect to Hotelling's T-2 test are calculated. (C) 1998 Academic Press.
引用
收藏
页码：118 / 132
页数：15
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