Locally best rotation-invariant rank tests for modal location

Ming-Tien Tsai and Pranab Kumar Sen

Journal of Multivariate Analysis, 2007, vol. 98, issue 6, 1160-1179

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.

Keywords: Integrated; likelihood; function; Maximum; invariants; Permutation; central; limit; theorem; Rotational; symmetry (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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