Robustness and efficiency properties of scatter matrices

DOI10.1093/biomet/70.2.411zbMath0536.62042OpenAlexW2113731372MaRDI QIDQ3321252

Publication date: 1983

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/70.2.411

zbMATH Keywords

asymptotic normality asymptotic efficiency multivariate t elliptical distributions local alternatives likelihood ratio tests covariance matrices efficiency properties maximum likelihood test affine-invariant M-estimates robust chi-squared tests Wald's quadratic form criterion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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