Mahalanobis distance under non-normality

DOI10.1080/02331880903043223zbMath1282.62142OpenAlexW2044171267MaRDI QIDQ5400848

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Publication date: 12 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880903043223

zbMATH Keywords

covariance matrixmaximum likelihoodleast squaresmodified maximum likelihoodnon-normalitymultivariateMahalanobis distance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

MMLEs are as good as M-estimators or better

Cites Work

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