Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence

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dc.creatorHallin, Marc
dc.creatorPaindaveine, Davy
dc.date2008-05-15
dc.date.accessioned2026-07-07T12:18:56Z
dc.date.available2026-07-07T12:18:56Z
dc.descriptionWe 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 and Oja (2004) normal-score rank test for multivariate independence uniformly dominates -- in the Pitman sense -- the classical Wilks (1935) test, which establishes the Pitman non-admissibility of the latter, and provide, for any fixed space dimensions $p,q$ of the marginals, the lower bound for the asymptotic relative efficiency, still with respect to Wilks' test, of the Wilcoxon version of the same.
dc.descriptionPublished in at http://dx.doi.org/10.1214/193940307000000130 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0805.2305
dc.identifierhttp://arxiv.org/abs/0805.2305
dc.identifierIMS Collections 2008, Vol. 1, 184-196
dc.identifierdoi:10.1214/193940307000000130
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212582
dc.subjectStatistics Theory
dc.subject62H15 (Primary) 62G20 (Secondary)
dc.titleChernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence
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