Rank scores tests of multivariate independence

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dc.contributor.advisor Department of Mathematics and Statistics en
dc.contributor.author Taskinen, Sara
dc.contributor.author Kankainen, Annaliisa
dc.contributor.author Oja, Hannu
dc.date.accessioned 2012-12-03T10:03:01Z
dc.date.available 2012-12-03T10:03:01Z
dc.date.issued 2004 fi
dc.identifier.citation Taskinen, S., Kankainen, A., & Oja, H. (2004). Rank scores tests of multivariate independence. In Theory and Applications of Recent Robust Methods (pp. 329-341). Basel: Birkhäuser. fi
dc.identifier.other TUTKAID_10572
dc.identifier.uri http://hdl.handle.net/123456789/40503
dc.description.abstract New rank scores test statistics are proposed for testing whether two random vectors are independent. The tests are asymptotically distribution-free for elliptically symmetric marginal distributions. Recently, Gieser and Randles (1997), Taskinen, Kankainen and Oja (2003) and Taskinen, Oja and Randles (2005) introduced and discussed different multivariate extensions of the quadrant test, Kendall's tau and Spearman's rho statistics. In this paper, standardized multivariate spatial signs and the (univariate) ranks of the Mahalanobis-type distances of the observations from the origin are combined to construct ranks cores tests of independence. The limiting distributions of the test statistics are derived under the null hypothesis as well as under contiguous sequences of alternatives. Three different choices of the score functions, namely the sign scores, the Wilcoxon scores and the van der Waerden scores, are discussed in greater detail. The small sample and limiting efficiencies of the test procedures ara compared and the robustness properties are illustrated by an example. It is remarkable that, in the multinormal case, the limiting Pitman efficience of the van der Waerden scores test equals to that of the classical parametric Wilks’s test. fi
dc.language.iso eng
dc.publisher Birkhäuser
dc.relation.ispartof Theory and Applications of Recent Robust Methods. Edited by Hubert, M., Pison, G., Struyf, A. & Van Aelst, S. ISBN 3-7643-7060-2
dc.rights © 2004 Birkhäuser Verlag. This is an author's final draft version of an article whose final and definitive form has been published by Birkhäuser Verlag, Part of Springer Science+Business Media.
dc.subject.other rank scores tests
dc.title Rank scores tests of multivariate independence
dc.type Book item en
dc.identifier.urn URN:NBN:fi:jyu-201211293133
dc.subject.kota 112
dc.contributor.laitos Matematiikan ja tilastotieteen laitos
dc.contributor.oppiaine tilastotiede
jyx.tutka.ksname Theory and Applications of Recent Robust Methods
jyx.tutka.pagetopage 329-341
dc.type.uri http://purl.org/eprint/type/BookItem
dc.date.updated 2012-11-29T10:40:44Z
dc.description.version Author's Final draft
eprint.status http://purl.org/eprint/type/status/PeerReviewed

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