On the Efficiency of Affine Invariant Mu
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J. MΓΆttΓΆnen; T.P. Hettmansperger; H. Oja; J. Tienari
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Article
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1998
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Elsevier Science
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English
β 327 KB
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 multivariate t distributions, relative e