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

DOI10.1007/BF02926115zbMATH Open0893.62043MaRDI QIDQ1370188FDOQ1370188

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)

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zbMATH Keywords

robustnessmultivariate normalitymatrix equationsmultivariate outlier detectionindependence assumptions

Mathematics Subject Classification ID

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

Cites Work

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

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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