Multivariate coefficients of variation: comparison and influence functions

DOI10.1016/J.JMVA.2015.08.006MaRDI QIDQ893177zbMATH OpenOpenAlexFDO

Authors C. Ruwet, Stephanie Aerts, G. 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)

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Cites work

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• scientific article; zbMATH DE number 861480 (Why is no real title available?)
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• Asymptotics of the sample coefficient of variation and the sample dispersion
• Confidence intervals for the coefficient of variation for the normal and log normal distributions
• Estimating the population coefficient of variation by confidence intervals
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Influence functions for the coefficient of variation, its inverse, and CV comparisons
• Multivariate coefficients of variation: comparison and influence functions
• On multivariate coefficients of variation
• On the relation between S-estimators and M-estimators of multivariate location and covariance
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal components on coefficient of variation matrices
• Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models

Cited in

(11)

• Gowers uniformity, influence of variables, and PCPs
• Fisher dispersion index for multivariate count distributions: a review and a new proposal
• Influence diagnostics on the coefficient of variation of elliptically contoured distributions
• Multivariate coefficients of variation: comparison and influence functions
• Gowers Uniformity, Influence of Variables, and PCPs
• One-sided synthetic control charts for monitoring the multivariate coefficient of variation
• Factors affecting the variability of IRT equating coefficients
• Robust asymptotic tests for the equality of multivariate coefficients of variation
• Influence functions for the coefficient of variation, its inverse, and CV comparisons
• A novel definition of the multivariate coefficient of variation
• Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation

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