Sign test of independence between two random vectors

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dc.contributor.author Taskinen, Sara
dc.contributor.author Kankainen, Annaliisa
dc.contributor.author Oja, Hannu
dc.date.accessioned 2012-11-29T12:51:50Z
dc.date.available 2012-11-29T12:51:50Z
dc.date.issued 2003 fi
dc.identifier.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 fi
dc.identifier.issn 0167-7152
dc.identifier.other TUTKAID_10563
dc.identifier.uri http://hdl.handle.net/123456789/40461
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.ispartof 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.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 en
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
jyx.tutka.volyme 62
jyx.tutka.mnumber 1
jyx.tutka.pagetopage 9-21
dc.type.uri http://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi 10.1016/S0167-7152(02)00399-1
dc.date.updated 2012-11-29T10:40:17Z
dc.description.version Author's Final draft
eprint.status http://purl.org/eprint/type/status/PeerReviewed

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