Analysis of Covariance Structures Under Elliptical Distributions

DOI10.2307/2289385zbMath0645.62056MaRDI QIDQ3788906

Alexander Shapiro, Michael W. Browne

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289385

zbMATH Keywords

maximum likelihood; robust estimators; likelihood ratio tests; correlation matrices; elliptical distribution; minimum discrepancy; adjustment of normal theory methods; affine invariant M-estimators; analysis of convariance structures; asymptotic covariance matrix of sample covariances; scale invariance condition

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

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