Multivariate Generalized Spatial Signed-Rank Methods
نویسندگان
چکیده
New multivariate generalized signed-rank tests for the one sample location model having favorable efficiency and robustness properties are introduced and studied. Limiting distributions of the tests and related estimates as well as formulae for asymptotic relative efficiencies are found. Relative efficiencies with respect to the classical Hotelling T 2 test (and the mean vector) are evaluated for the multivariate normal, t, and Tukey models. While the tests (estimates) are only rotation invariant (equivariant), versions that are affine invariant (equivariant) are discussed as well. AMS 2000 Subject Classification: Primary 62G35 Secondary 62H05.
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تاریخ انتشار 2004