Robust asymptotic tests for the equality of multivariate coefficients of variation
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Publication:2398082
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 3507823 (Why is no real title available?)
- scientific article; zbMATH DE number 861480 (Why is no real title available?)
- scientific article; zbMATH DE number 3376558 (Why is no real title available?)
- A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
- A linear approximation to the power function of a test
- A novel definition of the multivariate coefficient of variation
- Asymptotic expansion of S‐estimators of location and covariance
- Asymptotic expansion of the minimum covariance determinant estimators
- Asymptotic independence of median and MAD
- Asymptotics of reweighted estimators of multivariate location and scatter
- Bounds on AREs for restricted classes of distributions defined via tail- orderings
- Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
- Distribution of the Coefficient of Variation and the Extended "t" Distribution
- Estimator and Tests for Common Coefficients of Variation in Normal Distributions
- Generalized Wald-type tests based on minimum density power divergence estimators
- Improved tests for the equality of normal coefficients of variation
- Influence analysis of robust Wald-type tests
- Influence curves of general statistics
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem.
- Multivariate coefficients of variation: comparison and influence functions
- Optimal tests for homogeneity of covariance, scale, and shape
- Partial influence functions
- Properties of sufficiency and statistical tests
- Robust Bounded-Influence Tests in General Parametric Models
- Some tests for the equality of covariance matrices
- Testing the equality of coefficients of variation in k normal populations
- Tests of Coefficients of Variation of Normal Population
- Use of Rényi's divergence to test for the equality of the coefficients of variation
Cited in
(9)- A Class of Asymptotically Distribution-Free Test Procedures for Equality of Marginals Under Multivariate Dependence
- Robust multivariate analysis of variability
- A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
- Fisher dispersion index for multivariate count distributions: a review and a new proposal
- Parametric robust test for several variances with unknown underlying distributions
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
- Multivariate coefficients of variation: comparison and influence functions
- Permutation test for the multivariate coefficient of variation in factorial designs
- Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions
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