<div class="csl-bib-body">
<div class="csl-entry">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.), <i>Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin</i> (pp. 49–69). Springer. https://doi.org/10.1007/978-3-031-61853-6_3</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/209384
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dc.description.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.
en
dc.description.sponsorship
FWF - Österr. Wissenschaftsfonds
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dc.language.iso
en
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dc.subject
Spatial HL-estimator
en
dc.subject
spatial median
en
dc.subject
spatial signed-rank test
en
dc.title
The Asymptotic Properties of the One-Sample Spatial Rank Methods
en
dc.type
Book Contribution
en
dc.type
Buchbeitrag
de
dc.contributor.affiliation
University of Helsinki, Finland
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dc.contributor.affiliation
University of Jyväskylä, Finland
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dc.contributor.affiliation
University of Turku, Finland
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dc.relation.isbn
978-3-031-61853-6
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dc.relation.doi
10.1007/978-3-031-61853-6
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dc.description.startpage
49
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dc.description.endpage
69
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dc.relation.grantno
I 5799-N
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dc.type.category
Edited Volume Contribution
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tuw.booktitle
Recent Advances in Econometrics and Statistics: Festschrift in Honour of Marc Hallin
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tuw.relation.publisher
Springer
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tuw.relation.publisherplace
Cham
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tuw.project.title
Generalisierte relative Daten und Robustheit in Bayes Räumen
