scientific article

zbMath0481.62046MaRDI QIDQ3939058

Irving John Good, Donald R. Jensen

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

robustnessmultivariate regressionequality of dispersion matricesscale-invariant functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Random matrices (algebraic aspects) (15B52)

Related Items (14)

Invariance and independence in multivariate distribution theory ⋮ Closure of multivariate \(t\) and related distributions ⋮ Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions ⋮ Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions ⋮ The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic ⋮ Locally minimax tests in symmetrical distributions ⋮ Monotonicity of the power function and unbiasedness of some likelihood ratio tests ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ Outlier detection under star-contoured errors ⋮ Seeking outlying subsets under star-contoured errors ⋮ Straight-line models in star-shaped mixtures ⋮ A condition for null robustness ⋮ Relationships among classes of spherical matrix distributions ⋮ A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis

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