Effect of kurtosis on efficiency of some multivariate medians

DOI10.1080/10485252.2015.1046450MaRDI QIDQ3455251zbMATH OpenOpenAlexFDO

Authors Jin Wang, Weihua Zhou

Publication date 4 December 2015

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2015.1046450

zbMATH Keywords

asymptotic relative efficiencyelliptically symmetric distributionmultivariate kurtosismultivariate medianmultivariate sign test

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• scientific article; zbMATH DE number 795295
• Some extension of Haldane's multivariate median and its application
• Multivariate kurtosis in \(L_ 1\)-sense
• On the statistical efficiency of robust estimators of multivariate location
• scientific article; zbMATH DE number 3978165

Cites work

• A comparison of algorithms for the multivariate \(L_1\)-median
• A distribution-free M-estimator of multivariate scatter
• A family of kurtosis orderings for multivariate distributions
• A generalized multivariate kurtosis ordering and its applications
• A practical affine equivariant multivariate median
• A study of the effect of kurtosis on discriminant analysis under elliptical populations
• Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
• Descriptive statistics for multivariate distributions
• Estimators related to \(U\)-processes with applications to multivariate medians: Asymptotic normality
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• Invariant co-ordinate selection (with discussion)
• Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
• Measures of multivariate skewness and kurtosis with applications
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Multivariate kurtosis in \(L_ 1\)-sense
• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Nonparametric multivariate kurtosis and tailweight measures
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• On Some Alternative Estimates for Shift in the P-Variate One Sample Problem
• On Some Asymptotically Nonparametric Competitors of Hotelling's $T^{2 1}$
• On the efficiency of multivariate spatial sign and rank tests
• On the Joint Distribution of the Medians in Samples from a Multivariate Population
• On Tyler's M-functional of scatter in high dimension
• The asymptotic efficiency of the spatial median for elliptically symmetric distributions
• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version

Cited in

(2)

• Multivariate kurtosis in \(L_ 1\)-sense
• Asymptotic properties of high-dimensional spatial median in elliptical distributions with application

This page was built for publication: Effect of kurtosis on efficiency of some multivariate medians

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3455251)