Benutzer: Gast  Login
Titel:

Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Shi, Hongjian; Drton, Mathias; Hallin, Marc; Han, Fang
Abstract:
Due to the lack of a canonical ordering in R^d for d > 1, defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem in statistics. Optimal transport has been shown to offer a solution in which multivariate ranks are obtained by transporting data points to a grid that approximates a uniform reference measure (Ann. Statist. 45 (2017) 223–256; Hallin (2017); Ann. Statist. 49 (2021) 1139–1165), thereby inducing ranks, signs, and a data-driven o...     »
Stichworte:
center-outward ranks and signs, elliptical Chernoff–Savage property, multivariate independence test, Pitman asymptotic relative efficiency
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Bernoulli
Jahr:
2025
Band / Volume:
31
Jahr / Monat:
2024-10
Quartal:
4. Quartal
Monat:
Oct
Heft / Issue:
1
Seitenangaben Beitrag:
106–129
Sprache:
en
Volltext / DOI:
doi:10.3150/24-bej1721
WWW:
Project Euclid
Verlag / Institution:
Bernoulli Society for Mathematical Statistics and Probability
E-ISSN:
1350-7265
Hinweise:
First available in Project Euclid: 30 October 2024; Published: February 2025
Status:
Erstveröffentlichung
Publikationsdatum:
01.02.2025
Semester:
WS 24-25
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX