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

ANNALS OF STATISTICS, no. 6 (2006): 2707-2756

Cited: 87|Views19

Abstract

We propose a class of rank-based procedures for testing that the shape matrix V of an elliptical distribution (with unspecified center of symmetry, scale and radial density) has some fixed value V-0; this includes, for V-0 = I-k, the problem of testing for sphericity as an important particular case. The proposed tests are invariant under ...More

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