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On the Efficiency of Affine Invariant Multivariate Rank Tests

✍ Scribed by J. Möttönen; T.P. Hettmansperger; H. Oja; J. Tienari

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
327 KB
Volume
66
Category
Article
ISSN
0047-259X

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✦ Synopsis

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 efficiencies with respect to Hotelling's T 2 test are calculated.

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