Robust statistics for testing mean vectors of multivariate distributions

DOI10.1080/03610928208828288zbMath0531.62034OpenAlexW2058254952MaRDI QIDQ3313118

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Publication date: 1982

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928208828288

zbMATH Keywords

outliersrobust estimatorsmean vectorsmodified maximum likelihood estimatorsHotelling T squaresymmetric multivariate distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (16)

A NEW ROBUST BIVARIATE CONTROL CHART FOR LOCATION ⋮ Testing the equality of variance-covariance matrices the robust way ⋮ ROBUST TESTS FOR THE SIGNIFICANCE OF ORTHANT RESTRICTED MEAN VECTOR ⋮ Robust analogs of hotelling's two-sample t² ⋮ Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples ⋮ Generalization of the robust bivariate t²statistic to multivariate populations ⋮ Multiple linear regression model with stochastic design variables ⋮ Robust hotelling-type T²statistics based on the modified maximum likelihood estimators ⋮ Mahalanobis distance under non-normality ⋮ Robust tests for equality of two population means under the normal model ⋮ Trimmed \(\tilde T^2\): A robust analog of Hotelling's \(T^2\) ⋮ Power Function Studies ⋮ Robust classification procedures based on dichotomous and continuous variables ⋮ Goodness-of-Fit Tests for Multivariate Distributions ⋮ Robust multivariate classification procedures based on the mml estimators ⋮ Modified maximum likelihood method for the robust estimation of system parameters from very noisy data

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• Robustness of MML estimators based on censored samples and robust test statistics
• Do robust estimators work with real data?
• Linear functions of order statistics with smooth weight functions
• A Note on the Generation of Random Normal Deviates
• Adaptive robust estimation of location and scale parameters of symmetric populations
• Monte Carlo study of some simple estimators in censored normal samples
• Student's Distribution Under Non‐Normal Situations
• Robust Estimates of Location: Survey and Advances

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