Chernoff-Savage and Hodges-Lehmann results for Wilks’ test of multivariate independence
Chernoff-Savage and Hodges-Lehmann results for Wilks’ test of multivariate independence
<!-- *** Custom HTML *** --> 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 and Oja (2004) normal-score rank test for multivariate independence uniformly dominates – in the Pitman sense – the classical Wilks (1935) …