Asymptotic Pitman efficiencies of multivariate spatial sign and rank methods are considered in the one-sample location case. Limiting distributions of the spatial sign and signed-rank tests under the null hypothesis as well as under contiguous sequences of alternatives are given. Formulae for asymptotic relative efficiencies are found and, under multivariate t distributions, relative efficiencies with respect to Hotelling's $T^2$ test are calculated.
@article{1031833663,
author = {M\"ott\"onen, Jyrki and Oja, Hannu and Tienari, Juha},
title = {On the efficiency of multivariate spatial sign and rank tests},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 542-552},
language = {en},
url = {http://dml.mathdoc.fr/item/1031833663}
}
Möttönen, Jyrki; Oja, Hannu; Tienari, Juha. On the efficiency of multivariate spatial sign and rank tests. Ann. Statist., Tome 25 (1997) no. 6, pp. 542-552. http://gdmltest.u-ga.fr/item/1031833663/