Locally best rotation-invariant rank tests for modal location
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.
Volume (Year): 98 (2007)
Issue (Month): 6 (July)
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- 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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