Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
نویسندگان
چکیده
منابع مشابه
Asymptotic Linearity of Serial and Nonserial Multivariate Signed Rank Statistics
Asymptotic linearity plays a key role in estimation and testing in the presence of nuisance parameters. This property is established, in the very general context of a multivariate general linear model with elliptical VARMA errors, for the serial and nonserial multivariate rank statistics considered in Hallin and Paindaveine (2002a and b, 2004a) and Oja and Paindaveine (2004). These statistics, ...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 1995
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485259508832620