- JYX front page
- →
- Articles
- →
- Faculty of Mathematics and Science
- →
- View Item

JavaScript is disabled for your browser. Some features of this site may not work without it.

Citation:

Taskinen, S., Kankainen, A., & Oja, H. (2003). Sign test of independence between two random vectors. Statist. Probab. Lett., 62 (1), 9-21. doi:10.1016/S0167-7152(02)00399-1

Title: | Sign test of independence between two random vectors |

Author: | Taskinen, Sara; Kankainen, Annaliisa; Oja, Hannu |

Abstract: | A new affine invariant extension of the quadrant test statistic Blomqvist (Ann. Math. Statist. 21 (1950) 593) based on spatial signs is proposed for testing the hypothesis of independence. In the elliptic case, the new test statistic is asymptotically equivalent to the interdirection test by Gieser and Randles (J. Amer. Statist. Assoc. 92 (1997) 561) but is easier to compute in practice. Limiting Pitman efficiencies and simulations are used to compare the test to the classical Wilks’ test. |

Publisher: | Elsevier |

Date: | 2003 |

Belongs to series: | Statistics & Probability Letters |

ISSN: | 0167-7152 |

Subjects: | affine invariance Pitman efficiency Quadrant test robustness Wilks’ test |

Rights: | © Elsevier. This is an author's final draft version of an article whose final and definitive form has been published by Elsevier. |

DOI: | 10.1016/S0167-7152(02)00399-1 |

Permanent link to this item: http://urn.fi/URN:NBN:fi:jyu-201211293129

- Multivariate nonparametric tests of independence (2005)
- Tests of multinormality based on location vectors and scatter matrices (2007)
- Robustifying principal component analysis with spatial sign vectors (2012)
- Sign and rank covariance matrices with applications to multivariate analysis (2002)
- k-Step shape estimators based on spatial signs and ranks (2010)

- On Mardia's tests of multinormality (2004)
- Rank scores tests of multivariate independence (2004)
- Tests of multinormality based on location vectors and scatter matrices (2007)
- Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (2006)
- Independent component analysis based on symmetrised scatter matrices (2007)
- Robustifying principal component analysis with spatial sign vectors (2012)
- k-Step shape estimators based on spatial signs and ranks (2010)
- Multivariate nonparametric tests of independence (2005)
- Deflation-based separation of uncorrelated stationary time series (2014)
- Tests and estimates of shape based on spatial signs and ranks (2009)