Semiparametrically efficient rank-based inference for shape I. Optimal rank-based tests for sphericity

Annals of Statistics

Volumn 34, Issue 6, 2006, Pages 2707-2756

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Elliptical densities; John's test; Local asymptotic normality; Locally asymptotically maximin tests; Mauchly's test; Multivariate ranks and signs; Schott's test; Shape matrix; Tests for sphericity

Indexed keywords

EID: 34547322109     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000731     Document Type: Article

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