首页> 外文OA文献 >Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
【2h】

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

机译:对于形状I最优的半参数有效的基于秩的推理   基于等级的球形测试

代理获取
本网站仅为用户提供外文OA文献查询和代理获取服务,本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文,但由于OA文献来源多样且变更频繁,仍可能出现获取不到、文献不完整或与标题不符等情况,如果获取不到我们将提供退款服务。请知悉。

摘要

We propose a class of rank-based procedures for testing that the shape matrix$\mathbf{V}$ of an elliptical distribution (with unspecified center ofsymmetry, scale and radial density) has some fixed value ${\mathbf{V}}_0$; thisincludes, for ${\mathbf{V}}_0={\mathbf{I}}_k$, the problem of testing forsphericity as an important particular case. The proposed tests are invariantunder translations, monotone radial transformations, rotations and reflectionswith respect to the estimated center of symmetry. They are valid without anymoment assumption. For adequately chosen scores, they are locallyasymptotically maximin (in the Le Cam sense) at given radial densities. Theyare strictly distribution-free when the center of symmetry is specified, andasymptotically so when it must be estimated. The multivariate ranks usedthroughout are those of the distances--in the metric associated with the nullvalue ${\mathbf{V}}_0$ of the shape matrix--between the observations and the(estimated) center of the distribution. Local powers (against ellipticalalternatives) and asymptotic relative efficiencies (AREs) are derived withrespect to the adjusted Mauchly test (a modified version of the Gaussianlikelihood ratio procedure proposed by Muirhead and Waternaux [Biometrika 67(1980) 31--43]) or, equivalently, with respect to (an extension of) the testfor sphericity introduced by John [Biometrika 58 (1971) 169--174]. For Gaussianscores, these AREs are uniformly larger than one, irrespective of the actualradial density. Necessary and/or sufficient conditions for consistency undernonlocal, possibly nonelliptical alternatives are given. Finite sampleperformances are investigated via a Monte Carlo study.
机译:我们提出了一类基于等级的程序来测试椭圆分布的形状矩阵$ \ mathbf {V} $(具有未指定的对称中心,比例和径向密度)具有某个固定值$ {\ mathbf {V}} _ 0 $;对于$ {\ mathbf {V}} _ 0 = {\ mathbf {I}} _ k $,这包括作为重要的特殊情况测试球度的问题。相对于估计的对称中心,建议的测试在平移,单调径向变换,旋转和反射下是不变的。它们是有效的,无需任何假设。对于适当选择的分数,它们在给定的径向密度下是局部渐近极大值(在Le Cam意义上)。当指定对称中心时,它们严格地无分布,并且在必须估计时渐近地渐近。整个过程中使用的多元等级是观测值与分布的(估计)中心之间的距离(以与形状矩阵的空值$ {\ mathbf {V}} _ 0 $关联的度量)。相对于调整后的Mauchly检验(Muirhead和Waternaux提出的高斯似然比程序的修改版本[Biometrika 67(1980)31--43])推导了局部功率(相对于椭圆替代品)和渐近相对效率(ARE)关于John [Biometrika 58(1971)169--174]引入的球形度测试(的扩展)。对于高斯分数,这些ARE均大于1,而不管实际的径向密度如何。给出了在非局部的,可能是非椭圆形的选择下实现一致性的充要条件。有限样本性能通过蒙特卡洛研究进行了研究。

著录项

  • 作者单位
  • 年度 2007
  • 总页数
  • 原文格式 PDF
  • 正文语种 {"code":"en","name":"English","id":9}
  • 中图分类

相似文献

  • 外文文献
  • 中文文献
  • 专利
代理获取

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号