Testing multivariate scatter parameter in elliptical model based on forward search method

DOI10.1016/j.spl.2018.11.028zbMath1412.62066arXiv1811.10179OpenAlexW2900982185WikidataQ128836472 ScholiaQ128836472MaRDI QIDQ1726894

Chitradipa Chakraborty

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.10179

zbMATH Keywords

mixture distributioncommutation matrixkurtosis parameterconsistency of the testmultivariate scatter parameter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35)

Cites Work

• Unnamed Item
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter
• The forward search: theory and data analysis
• Radial estimates and the test for sphericity
• Testing Statistical Hypotheses
• Discussion: The forward search: theory and data analysis

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