On the efficiency of multivariate spatial sign and rank tests
Jyrki Möttönen, Hannu Oja, Juha Tienari
The Annals of Statistics · 1997 · Volume 25 · Issue 2
Abstract
Asymptotic Pitman efficiencies of multivariate spatial sign and rank methods are considered in the one-sample location case. Limiting distributions of the spatial sign and signed-rank tests under the null hypothesis as well as under contiguous sequences of alternatives are given. Formulae for asymptotic relative efficiencies are found and, under multivariate t distributions, relative efficiencies with respect to Hotelling's $T^2$ test are calculated.
Keywords
62G10, 62G20, 62H11, 62H15, Angle test, Asymptotic efficiency, multivariate location, multivariate rank test, multivariate sign test, spatial median
Enable JavaScript for citation tools and additional paper interactions.