Multivariate coefficients of variation: comparison and influence functions

DOI10.1016/j.jmva.2015.08.006zbMath1327.62336OpenAlexW1659432430MaRDI QIDQ893177

C. Ruwet, Stephanie Aerts, Gentiane Haesbroeck

Publication date: 13 November 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.006

zbMATH Keywords

influence functionsminimum covariance determinant estimatormultivariate coefficient of variationS estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Multivariate coefficients of variation: comparison and influence functions ⋮ One-sided synthetic control charts for monitoring the multivariate coefficient of variation ⋮ Fisher dispersion index for multivariate count distributions: a review and a new proposal ⋮ Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation

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