Nonparametric multivariate rank tests and their unbiasedness

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10104509" target="_blank" >RIV/00216208:11320/12:10104509 - isvavai.cz</a>

Alternative codes found

RIV/67985807:_____/12:00383505

Result on the web

<a href="http://10.3150/10-BEJ326" target="_blank" >http://10.3150/10-BEJ326</a>

DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Nonparametric multivariate rank tests and their unbiasedness

Original language description

Paper considers two sample multivariate testing problem. We construct several rank tests, which are finite-sample unbiased against a broad class of location/scale alternatives and are finite-sample distribution free, under the hypothesis and alternatives. Everyone of them is locally most powerful against a specific alternative of the Lehmann type. Their powers against some alternatives are numerically compared with each others and with other rank and classical tests. The question of affine invariance oftwo-sample multivariate tests is discussed.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Bernoulli

ISSN

1350-7265

e-ISSN

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Volume of the periodical

18

Issue of the periodical within the volume

1

Country of publishing house

GB - UNITED KINGDOM

Number of pages

23

Pages from-to

229-251

UT code for WoS article

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EID of the result in the Scopus database

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