Record link: 
http://hdl.handle.net/20.500.12708/209384
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Title: 
The Asymptotic Properties of the One-Sample Spatial Rank Methods
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Citation: 
Möttönen, J., Nordhausen, K., Oja, H., & Radojicic, U. (2024). The Asymptotic Properties of the One-Sample Spatial Rank Methods. In M. Barigozzi, S. Hörmann, & D. Paindaveine (Eds.), Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin (pp. 49–69). Springer. https://doi.org/10.1007/978-3-031-61853-6_3
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Publisher DOI: 
10.1007/978-3-031-61853-6_3
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Publication Type: 
Book Contribution - Edited Volume Contribution
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Language: 
English
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Authors: 
Möttönen, Jyrki 
Nordhausen, Klaus 
Oja, Hannu 
Radojicic, Una 
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Organisational Unit: 
E105-06 - Forschungsbereich Computational Statistics 
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Published in: 
Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin 
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ISBN: 
978-3-031-61853-6
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DOI of the book: 
10.1007/978-3-031-61853-6
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Date (published): 
2024
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Number of Pages: 
21
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Publisher: 
Springer, Cham
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Keywords: 
Spatial HL-estimator; spatial median; spatial signed-rank test
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Abstract: 
For a set of p-variate data points y1,…,yn, there are several versions of multivariate median and related multivariate sign test proposed and studied in the literature. In this paper we consider the asymptotic properties of the multivariate extension of the Hodges-Lehmann (HL) estimator, the spatial HL-estimator, and the related test statistic. The asymptotic behavior of the spatial HL-estimator and the related test statistic when n tends to infinity are collected, reviewed, and proved, some for the first time though being used already for a longer time. We also derive the limiting behavior of the HL-estimator when both the sample size n and the dimension p tend to infinity.
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Project title: 
Generalisierte relative Daten und Robustheit in Bayes Räumen: I 5799-N (FWF - Österr. Wissenschaftsfonds) 
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Research Areas: 
Mathematical and Algorithmic Foundations: 100%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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