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Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3A10450972" target="_blank" >RIV/00216208:11320/23:10450972 - isvavai.cz</a>

  • Result on the web

    <a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=tyOvSTl~pM" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=tyOvSTl~pM</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1080/01621459.2021.2021921" target="_blank" >10.1080/01621459.2021.2021921</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA

  • Original language description

    Extending rank-based inference to a multivariate setting such as multiple-output regression or MANOVA with unspecified d-dimensional error density has remained an open problem for more than half a century. None of the many solutions proposed so far is enjoying the combination of distribution-freeness and efficiency that makes rank-based inference a successful tool in the univariate setting. A concept of center-outward multivariate ranks and signs based on measure transportation ideas has been introduced recently. Center-outward ranks and signs are not only distribution-free but achieve in dimension d &gt; 1 the (essential) maximal ancillarity property of traditional univariate ranks. In the present case, we show that fully distribution-free testing procedures based on center-outward ranks can achieve parametric efficiency. We establish the Hajek representation and asymptotic normality results required in the construction of such tests in multiple-output regression and MANOVA models. Simulations and an empirical study demonstrate the excellent performance of the proposed procedures.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • 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)

Others

  • Publication year

    2023

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Journal of the American Statistical Association

  • ISSN

    0162-1459

  • e-ISSN

    1537-274X

  • Volume of the periodical

    118

  • Issue of the periodical within the volume

    543

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    17

  • Pages from-to

    1923-1939

  • UT code for WoS article

    000784656000001

  • EID of the result in the Scopus database

    2-s2.0-85129555529