Effect of kurtosis on efficiency of some multivariate medians

DOI10.1080/10485252.2015.1046450zbMath1326.62082OpenAlexW1854013204MaRDI QIDQ3455251

Publication date: 4 December 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1046450

zbMATH Keywords

asymptotic relative efficiency elliptically symmetric distribution multivariate kurtosis multivariate median multivariate sign test

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Asymptotic properties of high-dimensional spatial median in elliptical distributions with application

Cites Work

Unnamed Item
Unnamed Item
Invariant Co-Ordinate Selection
A study of the effect of kurtosis on discriminant analysis under elliptical populations
A generalized multivariate kurtosis ordering and its applications
The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
A family of kurtosis orderings for multivariate distributions
Descriptive statistics for multivariate distributions
A distribution-free M-estimator of multivariate scatter
Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
Multivariate location estimation using extension of $R$-estimates through $U$-statistics type approach
On Tyler's $M$-functional of scatter in high dimension
Multivariate kurtosis in $L_ 1$-sense
On the efficiency of multivariate spatial sign and rank tests
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Estimators related to $U$-processes with applications to multivariate medians: Asymptotic normality
Nonparametric multivariate descriptive measures based on spatial quantiles
The asymptotic efficiency of the spatial median for elliptically symmetric distributions
A comparison of algorithms for the multivariate $L_1$-median
A practical affine equivariant multivariate median
Nonparametric multivariate kurtosis and tailweight measures
On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
On Some Asymptotically Nonparametric Competitors of Hotelling's $T^{2 1}$
On Some Alternative Estimates for Shift in the $P$-Variate One Sample Problem
Measures of multivariate skewness and kurtosis with applications
On the Joint Distribution of the Medians in Samples from a Multivariate Population

This page was built for publication: Effect of kurtosis on efficiency of some multivariate medians