Inference on the shape of elliptical distributions based on the MCD (Q2015060)

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scientific article; zbMATH DE number 6305105
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Inference on the shape of elliptical distributions based on the MCD
scientific article; zbMATH DE number 6305105

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    Inference on the shape of elliptical distributions based on the MCD (English)
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    18 June 2014
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    Bahadur representation results
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    elliptical distributions
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    MCD estimators
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    robustness
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    shape parameters
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    tests of sphericity
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