On the Efficiency of Affine Invariant Multivariate Rank Tests

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 Hotelling'sT2test are calculated.

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Year of publication:	1998
Authors:	Möttönen, J. ; Hettmansperger, T. P. ; Oja, H. ; Tienari, J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 66.1998, 1, p. 118-132
Publisher:	Elsevier
Subject:	Asymptotic efficiency \| Oja median \| multivariate signed-rank test \| multivariate-rank test \| Pitman efficiency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221537