Affine-invariant rank tests for multivariate independence in independent component models
| dc.contributor.author | Oja, Hannu | |
| dc.contributor.author | Paindaveine, Davy | |
| dc.contributor.author | Taskinen, Sara | |
| dc.date.accessioned | 2016-09-08T09:16:43Z | |
| dc.date.available | 2016-09-08T09:16:43Z | |
| dc.date.issued | 2016 | |
| dc.identifier.citation | Oja, H., Paindaveine, D., & Taskinen, S. (2016). Affine-invariant rank tests for multivariate independence in independent component models. <i>Electronic Journal of Statistics</i>, <i>10</i>(2), 2372-2419. <a href="https://doi.org/10.1214/16-EJS1174" target="_blank">https://doi.org/10.1214/16-EJS1174</a> | |
| dc.identifier.other | CONVID_26199510 | |
| dc.identifier.other | TUTKAID_71095 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/51282 | |
| dc.description.abstract | We consider the problem of testing for multivariate independence in independent component (IC) models. Under a symmetry assumption, we develop parametric and nonparametric (signed-rank) tests. Unlike in independent component analysis (ICA), we allow for the singular cases involving more than one Gaussian independent component. The proposed rank tests are based on componentwise signed ranks, `a la Puri and Sen. Unlike the Puri and Sen tests, however, our tests (i) are affine-invariant and (ii) are, for adequately chosen scores, locally and asymptotically optimal (in the Le Cam sense) at prespecified densities. Asymptotic local powers and asymptotic relative efficiencies with respect to Wilks’ LRT are derived. Finite-sample properties are investigated through a Monte-Carlo study. | |
| dc.language.iso | eng | |
| dc.publisher | Institute of Mathematical Statistics | |
| dc.relation.ispartofseries | Electronic Journal of Statistics | |
| dc.subject.other | distribution-free tests | |
| dc.subject.other | independent component models | |
| dc.subject.other | rank tests | |
| dc.subject.other | singular information matrices | |
| dc.subject.other | tests for multivariate independence | |
| dc.subject.other | uniform local asymptotic | |
| dc.title | Affine-invariant rank tests for multivariate independence in independent component models | |
| dc.type | article | |
| dc.identifier.urn | URN:NBN:fi:jyu-201609073997 | |
| dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
| dc.contributor.laitos | Department of Mathematics and Statistics | en |
| dc.contributor.oppiaine | Tilastotiede | fi |
| dc.contributor.oppiaine | Statistics | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| dc.date.updated | 2016-09-07T06:15:03Z | |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
| dc.description.reviewstatus | peerReviewed | |
| dc.format.pagerange | 2372-2419 | |
| dc.relation.issn | 1935-7524 | |
| dc.relation.numberinseries | 2 | |
| dc.relation.volume | 10 | |
| dc.type.version | publishedVersion | |
| dc.rights.copyright | © the Authors, 2016. This is an open access article distributed under the terms of a Creative Commons License. | |
| dc.rights.accesslevel | openAccess | fi |
| dc.subject.yso | normaalius | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p21094 | |
| dc.rights.url | https://creativecommons.org/licenses/by/2.5/legalcode | |
| dc.relation.doi | 10.1214/16-EJS1174 | |
| dc.type.okm | A1 |
Aineistoon kuuluvat tiedostot
Aineisto kuuluu seuraaviin kokoelmiin
Ellei muuten mainita, aineiston lisenssi on © the Authors, 2016. This is an open access article distributed under the terms of a Creative Commons License.