Radial estimates and the test for sphericity
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Publication:3966933
DOI10.1093/biomet/69.2.429zbMath0501.62041OpenAlexW2062052013MaRDI QIDQ3966933
Publication date: 1982
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/69.2.429
maximum likelihood estimateradial distributionsample covariance matrixsphericity testelliptical distributionradial estimatesaffine-invariant robust estimatemoments of random symmetric matricesrotatable distribution
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
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