On the efficiency of multivariate spatial sign and rank tests
成果类型：
Article
署名作者：
Möttönen, J; Oja, H; Tienari, J
署名单位：
University of Oulu
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1997
页码：
542-552
关键词：
摘要：
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.