@article{BaringhausGaigall2019,
  author    = {Baringhaus, Ludwig and Gaigall, Daniel},
  title     = {On an asymptotic relative efficiency concept based on expected volumes of confidence regions},
  series = {Statistics - A Journal of Theoretical and Applied Statistic},
  volume    = {53},
  journal   = {Statistics - A Journal of Theoretical and Applied Statistic},
  number    = {6},
  publisher = {Taylor \& Francis},
  address   = {London},
  issn      = {1029-4910},
  doi       = {10.1080/02331888.2019.1683560},
  pages     = {1396 -- 1436},
  year      = {2019},
  abstract  = {The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.},
  language  = {en}
}
@article{BaringhausGaigall2015,
  author    = {Baringhaus, Ludwig and Gaigall, Daniel},
  title     = {On an independence test approach to the goodness-of-fit problem},
  series = {Journal of Multivariate Analysis},
  volume    = {2015},
  journal   = {Journal of Multivariate Analysis},
  number    = {140},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0047-259X},
  doi       = {10.1016/j.jmva.2015.05.013},
  pages     = {193 -- 208},
  year      = {2015},
  abstract  = {Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov-Smirnov and Cram{\´e}r-von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.},
  language  = {en}
}
@article{BaringhausGaigall2017,
  author    = {Baringhaus, Ludwig and Gaigall, Daniel},
  title     = {Hotelling's T² tests in paired and independent survey samples: An efficiency comparison},
  series = {Journal of Multivariate Analysis},
  volume    = {2017},
  journal   = {Journal of Multivariate Analysis},
  number    = {154},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0047-259X},
  doi       = {10.1016/j.jmva.2016.11.004},
  pages     = {177 -- 198},
  year      = {2017},
  abstract  = {Hotelling's T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges-Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.},
  language  = {en}
}