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math.ST2008★ 28 cited
Optimal rank-based tests for homogeneity of scatter
Marc Hallin, Davy Paindaveine
We propose a class of locally and asymptotically optimal tests, based on multivariate ranks and signs for the homogeneity of scatter matrices in elliptical populations. Contrar…
math.ST2008★ 9 cited
Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence
Marc Hallin, Davy Paindaveine
We extend to rank-based tests of multivariate independence the Chernoff-Savage and Hodges-Lehmann classical univariate results. More precisely, we show that the Taskinen, Kankainen…