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math.ST2007★ 74 cited
Semiparametrically efficient rank-based inference for shape II. Optimal R-estimation of shape
Marc Hallin, Hannu Oja, Davy Paindaveine
A class of R-estimators based on the concepts of multivariate signed ranks and the optimal rank-based tests developed in Hallin and Paindaveine [Ann. Statist. 34 (2006)] is propose…
math.ST2007★ 113 cited
Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
Marc Hallin, Davy Paindaveine
We propose a class of rank-based procedures for testing that the shape matrix of an elliptical distribution (with unspecified center of symmetry, scale and radial dens…