Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence

Details Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence

2008-05-15

arxiv.org/abs/0805.2305v1

IMS Collections 2008, Vol. 1, 184-196

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/193940307000000130 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/193940307000000130

We extend to rank-based tests of multivariate independence the Chernoff-Savage and Hodges-Lehmann classical univariate results. More precisely, we show that the Taskinen, Kankainen and Oja (2004) normal-score rank test for multivariate independence uniformly dominates -- in the Pitman sense -- the classical Wilks (1935) test, which establishes the Pitman non-admissibility of the latter, and provide, for any fixed space dimensions $p,q$ of the marginals, the lower bound for the asymptotic relative efficiency, still with respect to Wilks' test, of the Wilcoxon version of the same.

Affiliated with

Also associated with

No associations

Rating

Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-509864