A3 Vertaisarvioitu kirjan tai muun kokoomateoksen osa
The Asymptotic Properties of the One-Sample Spatial Rank Methods
Tekijät: Möttönen, Jyrki; Nordhausen, Klaus; Oja, Hannu; Radojicic, Una
Toimittaja: Barigozzi, Matteo; Hörmann, Siegfried; Paindaveine, Davy
Painos: 1
Kustantaja: Springer Nature Switzerland
Julkaisuvuosi: 2024
Kokoomateoksen nimi: Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin
Tietokannassa oleva lehden nimi: Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin
Aloitussivu: 49
Lopetussivu: 69
ISBN: 978-3-031-61852-9
eISBN: 978-3-031-61853-6
DOI: https://doi.org/10.1007/978-3-031-61853-6_3
Verkko-osoite: https://doi.org/10.1007/978-3-031-61853-6_3
For a set of p-variate data points y1, ... yn, there are several versions of multivariate median and related multivariate sign test proposed and studied in the literature. In this paper we consider the asymptotic properties of the multivariate extension of the Hodges-Lehmann (HL) estimator, the spatial HL-estimator, and the related test statistic. The asymptotic behavior of the spatial HL-estimator and the related test statistic when n tends to infinity are collected, reviewed, and proved, some for the first time though being used already for a longer time. We also derive the limiting behavior of the HL-estimator when both the sample size n and the dimension p tend to infinity.
Julkaisussa olevat rahoitustiedot:
The work of KN was partly supported by the HiTEc COST Action (CA21163). The work of UR is supported by the Austrian Science Fund (FWF) (5799-N).
