@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} }