Sign test of independence between two random vectors

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Show simple item record Taskinen, Sara Kankainen, Annaliisa Oja, Hannu 2012-11-29T12:51:50Z 2012-11-29T12:51:50Z 2003 fi
dc.identifier.citation Taskinen, S., Kankainen, A., & Oja, H. (2003). Sign test of independence between two random vectors. <em>Statist. Probab. Lett.</em>, 62 (1), 9-21. <a href="">doi:10.1016/S0167-7152(02)00399-1</a> fi
dc.identifier.issn 0167-7152
dc.identifier.other TUTKAID_10563
dc.description.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. fi
dc.language.iso eng
dc.publisher Elsevier
dc.relation.ispartofseries Statistics & Probability Letters
dc.rights © Elsevier. This is an author's final draft version of an article whose final and definitive form has been published by Elsevier.
dc.rights openAccess fi
dc.subject.other affine invariance
dc.subject.other Pitman efficiency
dc.subject.other Quadrant test
dc.subject.other robustness
dc.subject.other Wilks’ test
dc.title Sign test of independence between two random vectors fi
dc.type Article
dc.identifier.urn URN:NBN:fi:jyu-201211293129
dc.subject.kota 112
dc.contributor.laitos Matematiikan ja tilastotieteen laitos
dc.contributor.laitos Department of Mathematics and Statistics en
dc.identifier.volume 62
dc.identifier.issue 1
jyx.tutka.pagetopage 9-21
dc.identifier.doi 10.1016/S0167-7152(02)00399-1 2012-11-29T10:40:17Z
dc.description.version Final Draft
dc.type.coar journal article
dc.description.reviewstatus peerReviewed
dc.format.pagerange 9-21
dc.relation.issn 0167-7152
dc.relation.issue 1
dc.relation.volume 62
dc.type.version acceptedVersion

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