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Locally best rotation-invariant rank tests for modal location

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  • Tsai, Ming-Tien
  • Sen, Pranab Kumar

Abstract

For a general class of unipolar, rotationally symmetric distributions on the multi-dimensional unit spherical surface, a characterization of locally best rotation-invariant test statistics is exploited in the construction of locally best rotation-invariant rank tests for modal location. Allied statistical distributional problems are appraised, and in the light of these assessments, asymptotic relative efficiency of a class of rotation-invariant rank tests (with respect to some of their parametric counterparts) is studied. Finite sample permutational distributional perspectives are also appraised.

Suggested Citation

  • Tsai, Ming-Tien & Sen, Pranab Kumar, 2007. "Locally best rotation-invariant rank tests for modal location," Journal of Multivariate Analysis, Elsevier, vol. 98(6), pages 1160-1179, July.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:6:p:1160-1179
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    References listed on IDEAS

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    1. Chang, Ted & Tsai, Ming-Tien, 2003. "Asymptotic relative Pitman efficiency in group models," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 395-415, May.
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    Cited by:

    1. Tsai, Ming-Tien, 2009. "Asymptotically efficient two-sample rank tests for modal directions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 445-458, March.
    2. Davy Paindaveine & Thomas Verdebout, 2013. "Optimal Rank-Based Tests for the Location Parameter of a Rotationally Symmetric Distribution on the Hypersphere," Working Papers ECARES ECARES 2013-36, ULB -- Universite Libre de Bruxelles.

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    1. Tsai, Ming-Tien, 2009. "Asymptotically efficient two-sample rank tests for modal directions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 445-458, March.

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