A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
From MaRDI portal
Publication:1370188
DOI10.1007/BF02926115zbMath0893.62043MaRDI QIDQ1370188
John W. jun. Seaman, Dean M. Young, Laurie M. Meaux
Publication date: 24 August 1998
Published in: Statistical Papers (Search for Journal in Brave)
robustnessmatrix equationsmultivariate normalitymultivariate outlier detectionindependence assumptions
Related Items (1)
Independence distribution preserving joint covariance structures for the multivariate two-group case
Cites Work
- Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
- Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
- A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
- Nonnegative definite and positive definite solutions to the matrix equationAXA*=B
- A complete solution to the problem of robustness of Grubbs's test
- Some empirical distribution function tests for multivariate normality
- A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
- On the effect of correlation and unequal variances in detecting a spurious observation
- A New Test for Multivariate Normality and Homoscedasticity
- Effect of equicorrelation in detecting a spurious observation
- Concerning the Effect of Intraclass Correlation on Certain Significance Tests
- Normal Regression Theory in the Presence of Intra-Class Correlation
This page was built for publication: A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
