A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic

DOI10.1007/BF02926115MaRDI QIDQ1370188zbMATH OpenFDO

Authors Dean M. Young, John W. jun. Seaman, Laurie M. Meaux

Publication date 24 August 1998

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

robustnessmultivariate normalitymatrix equationsmultivariate outlier detectionindependence assumptions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A New Test for Multivariate Normality and Homoscedasticity
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• A complete solution to the problem of robustness of Grubbs's test
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• Concerning the Effect of Intraclass Correlation on Certain Significance Tests
• Conditions for invariance of the multivariate versions of Grubb's test and Bartlett's test under a general dependency structure
• Effect of equicorrelation in detecting a spurious observation
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
• Nonnegative definite and positive definite solutions to the matrix equationAXA^*=B
• Normal Regression Theory in the Presence of Intra-Class Correlation
• On the effect of correlation and unequal variances in detecting a spurious observation
• Some empirical distribution function tests for multivariate normality

Cited in

(2)

• INDEPENDENCE DISTRIBUTION‐PRESERVING NONNEGATIVE‐DEFINITE COVARIANCE STRUCTURES FOR THE SAMPLE VARIANCE
• Independence distribution preserving joint covariance structures for the multivariate two-group case

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