A test for multivariate location parameter in elliptical model based on forward search method (Q1987718)
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English | A test for multivariate location parameter in elliptical model based on forward search method |
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A test for multivariate location parameter in elliptical model based on forward search method (English)
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15 April 2020
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The main contribution is the novel test for multivariate location parameter based on forward search method, which enjoy good power for heavy-tailed distribution. Experiments with test datasets have demonstrated its excellent performance even in the presence of outliers.
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asymptotic power
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contiguous alternatives
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consistency of the test
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mixture distribution
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