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On the Efficiency of Affine Invariant Multivariate Rank Tests

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  • Möttönen, J.
  • Hettmansperger, T. P.
  • Oja, H.
  • Tienari, J.

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 Hotelling'sT2test are calculated.

Suggested Citation

  • Möttönen, J. & Hettmansperger, T. P. & Oja, H. & Tienari, J., 1998. "On the Efficiency of Affine Invariant Multivariate Rank Tests," Journal of Multivariate Analysis, Elsevier, vol. 66(1), pages 118-132, July.
    • Handle: RePEc:eee:jmvana:v:66:y:1998:i:1:p:118-132
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    References listed on IDEAS

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    1. Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
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    Cited by:

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    2. Karl Mosler, 2003. "Central Regions and Dependency," Methodology and Computing in Applied Probability, Springer, vol. 5(1), pages 5-21, March.
    3. Ollila, Esa & Oja, Hannu & Croux, Christophe, 2003. "The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 328-355, November.
    4. Sakineh Dehghan & Mohammad Reza Faridrohani, 2019. "Affine invariant depth-based tests for the multivariate one-sample location problem," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 671-693, September.
    5. Mondal, Pronoy K. & Biswas, Munmun & Ghosh, Anil K., 2015. "On high dimensional two-sample tests based on nearest neighbors," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 168-178.
    6. Şinasi Akdemir & Elpidio Kougnigan & Fersin Keskin & Handan Vuruş Akçaöz & İsmet Boz & İlkay Kutlar & Yann Emmanuel Sonagnon Miassi & Güsel Küsek & Metin Türker, 2021. "Aging population and agricultural sustainability issues: case of Turkey," Post-Print hal-03776653, HAL.
    7. Esa Ollila & Hannu Oja & Thomas P. Hettmansperger, 2002. "Estimates of regression coefficients based on the sign covariance matrix," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 447-466, August.
    8. Xuejun Jiang & Xu Guo & Ning Zhang & Bo Wang & Bo Zhang, 2018. "Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-20, April.

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