Optimal rank-based tests for homogeneity of scatter

Annals of Statistics

Volumn 36, Issue 3, 2008, Pages 1261-1298

  Hallin, Marc ^a,b   Paindaveine, Davy ^a,b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b Institut de Recherche en Statistique   (Belgium)

Author keywords

Adaptivity; Elliptic densities; Local asymptotic normality; Scatter matrix; Semiparametric efficiency; Shape matrix

Indexed keywords

EID: 51049103185     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS508     Document Type: Article

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