Inference on the shape of elliptical distributions based on the MCD
From MaRDI portal
Publication:2015060
DOI10.1016/j.jmva.2014.04.013zbMath1360.62280OpenAlexW2021828210MaRDI QIDQ2015060
Davy Paindaveine, Germain Van Bever
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.013
robustnesselliptical distributionsshape parametersMCD estimatorsBahadur representation resultstests of sphericity
Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
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