Robust asymptotic tests for the equality of multivariate coefficients of variation
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Publication:2398082
DOI10.1007/S11749-016-0504-4zbMATH Open1368.62145OpenAlexW2518709855MaRDI QIDQ2398082FDOQ2398082
Authors: Stephanie Aerts, G. Haesbroeck 
Publication date: 15 August 2017
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://orbi.uliege.be/handle/2268/198002
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Asymptotic properties of parametric tests (62F05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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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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