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math.ST2013★ 137 cited
Asymptotic power of sphericity tests for high-dimensional data
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observat…
math.ST2013
On Hodges and Lehmann's " result"
Marc Hallin, Thomas Verdebout, Yvik Swan
While the asymptotic relative efficiency (ARE) of Wilcoxon rank-based tests for location and regression with respect to their parametric Student competitors can be arbitrarily larg…