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Locally best rotation-invariant rank tests for modal location

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  • Tsai, Ming-Tien
  • Sen, Pranab Kumar
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    Abstract

    For a general class of unipolar, rotationally symmetric distributions on the multi-dimensional unit spherical surface, a characterization of locally best rotation-invariant test statistics is exploited in the construction of locally best rotation-invariant rank tests for modal location. Allied statistical distributional problems are appraised, and in the light of these assessments, asymptotic relative efficiency of a class of rotation-invariant rank tests (with respect to some of their parametric counterparts) is studied. Finite sample permutational distributional perspectives are also appraised.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 98 (2007)
    Issue (Month): 6 (July)
    Pages: 1160-1179

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    Handle: RePEc:eee:jmvana:v:98:y:2007:i:6:p:1160-1179

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    Related research

    Keywords: Integrated likelihood function Maximum invariants Permutation central limit theorem Rotational symmetry;

    References

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    1. Chang, Ted & Tsai, Ming-Tien, 2003. "Asymptotic relative Pitman efficiency in group models," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 395-415, May.
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    Cited by:
    1. Tsai, Ming-Tien, 2009. "Asymptotically efficient two-sample rank tests for modal directions on spheres," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 445-458, March.

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