Multivariate coefficients of variation: comparison and influence functions

DOI10.1016/J.JMVA.2015.08.006zbMATH Open1327.62336OpenAlexW1659432430MaRDI QIDQ893177FDOQ893177

Authors: C. Ruwet, Stephanie Aerts, G. Haesbroeck 

Publication date: 13 November 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.006

Recommendations

• Robust asymptotic tests for the equality of multivariate coefficients of variation
• Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
• A novel definition of the multivariate coefficient of variation
• Inferences on the coefficients of variation in a multivariate normal population
• Influence functions for the coefficient of variation, its inverse, and CV comparisons

zbMATH Keywords

influence functionsminimum covariance determinant estimatormultivariate coefficient of variationS estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Multivariate coefficients of variation: comparison and influence functions
• Asymptotics of the sample coefficient of variation and the sample dispersion
• Influence functions for the coefficient of variation, its inverse, and CV comparisons
• Estimating the population coefficient of variation by confidence intervals
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Cited In (11)

• Gowers uniformity, influence of variables, and PCPs
• Fisher dispersion index for multivariate count distributions: a review and a new proposal
• Influence diagnostics on the coefficient of variation of elliptically contoured distributions
• Multivariate coefficients of variation: comparison and influence functions
• Gowers Uniformity, Influence of Variables, and PCPs
• One-sided synthetic control charts for monitoring the multivariate coefficient of variation
• Factors affecting the variability of IRT equating coefficients
• Robust asymptotic tests for the equality of multivariate coefficients of variation
• Influence functions for the coefficient of variation, its inverse, and CV comparisons
• A novel definition of the multivariate coefficient of variation
• Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation

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