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dc.contributor.advisorDepartment of Mathematics and Statisticsen
dc.contributor.authorTaskinen, Sara
dc.contributor.authorKankainen, Annaliisa
dc.contributor.authorOja, Hannu
dc.date.accessioned2012-12-03T10:03:01Z
dc.date.available2012-12-03T10:03:01Z
dc.date.issued2004fi
dc.identifier.citationTaskinen, S., Kankainen, A., & Oja, H. (2004). Rank scores tests of multivariate independence. In <em>Theory and Applications of Recent Robust Methods</em> (pp. 329-341). Basel: Birkhäuser.fi
dc.identifier.otherTUTKAID_10572
dc.identifier.urihttps://jyx.jyu.fi/handle/123456789/40503
dc.description.abstractNew 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.isoeng
dc.publisherBirkhäuser
dc.relation.ispartofTheory and Applications of Recent Robust Methods. Edited by Hubert, M., Pison, G., Struyf, A. & Van Aelst, S. ISBN 3-7643-7060-2
dc.subject.otherrank scores tests
dc.titleRank scores tests of multivariate independence
dc.typeBook item
dc.identifier.urnURN:NBN:fi:jyu-201211293133
dc.contributor.laitosMatematiikan ja tilastotieteen laitos
dc.contributor.oppiaineTilastotiede
jyx.tutka.ksnameTheory and Applications of Recent Robust Methods
dc.type.urihttp://purl.org/eprint/type/BookItem
dc.date.updated2012-11-29T10:40:44Z
dc.type.coarbook part
dc.description.reviewstatuspeerReviewed
dc.format.pagerange329-341
dc.type.versionacceptedVersion
dc.rights.copyright© 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.rights.accesslevelopenAccessfi


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