Generalization of the robust bivariate t2statistic to multivariate populations

DOI10.1080/03610928808829844zbMATH Open0696.62234OpenAlexW2097060789MaRDI QIDQ3473231FDOQ3473231

Authors: M. L. Tiku, Narayanaswamy Balakrishnan 

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829844

zbMATH Keywords

outliersrobustnessnon-normalityMML estimatorsHotelling-type \(T^ 2\)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robustness of MML estimators based on censored samples and robust test statistics
• A robust test for testing the correlation coefficient
• Robust statistics for testing mean vectors of multivariate distributions
• Modified maximum likelihood estimation for the bivariate normal
• A robust procedure for testing an assumed value of the population correlation coefficient

Cited In (2)

• t-Statistic Based Correlation and Heterogeneity Robust Inference
• Modified maximum likelihood estimators for the bivariate normal based on type ii censored samples

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