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dc.contributor.authorTaskinen, Sara
dc.contributor.authorKankainen, Annaliisa
dc.contributor.authorOja, Hannu
dc.date.accessioned2012-11-29T12:51:50Z
dc.date.available2012-11-29T12:51:50Z
dc.date.issued2003fi
dc.identifier.citationTaskinen, 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="http://dx.doi.org/10.1016/S0167-7152(02)00399-1">doi:10.1016/S0167-7152(02)00399-1</a>fi
dc.identifier.otherTUTKAID_10563
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/40461
dc.description.abstractA 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.isoeng
dc.publisherElsevier
dc.relation.ispartofseriesStatistics & Probability Letters
dc.subject.otheraffine invariance
dc.subject.otherPitman efficiency
dc.subject.otherQuadrant test
dc.subject.otherrobustness
dc.subject.otherWilks’ test
dc.titleSign test of independence between two random vectorsfi
dc.typeArticle
dc.identifier.urnURN:NBN:fi:jyu-201211293129
dc.contributor.laitosMatematiikan ja tilastotieteen laitos
dc.contributor.laitosDepartment of Mathematics and Statisticsen
dc.type.urihttp://purl.org/eprint/type/SubmittedJournalArticle
dc.identifier.doi10.1016/S0167-7152(02)00399-1
dc.date.updated2012-11-29T10:40:17Z
dc.type.coarjournal article
dc.description.reviewstatuspeerReviewed
dc.format.pagerange9-21
dc.relation.issn0167-7152
dc.relation.numberinseries1
dc.relation.volume62
dc.type.versionacceptedVersion
dc.rights.copyright© Elsevier. This is an author's final draft version of an article whose final and definitive form has been published by Elsevier.
dc.rights.accesslevelopenAccessfi


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Näytä suppeat kuvailutiedot