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On multivariate signed rank tests

✍ Scribed by B. M. Bennett


Publisher
Springer Japan
Year
1965
Tongue
English
Weight
247 KB
Volume
17
Category
Article
ISSN
0020-3157

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On the Efficiency of Affine Invariant Mu
✍ J. MΓΆttΓΆnen; T.P. Hettmansperger; H. Oja; J. Tienari πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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