Testing multivariate scatter parameter in elliptical model based on forward search method

DOI10.1016/J.SPL.2018.11.028MaRDI QIDQ1726894zbMATH OpenOpenAlexWikidataFDO

Authors Chitradipa Chakraborty

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.10179

zbMATH Keywords

mixture distributioncommutation matrixkurtosis parameterconsistency of the testmultivariate scatter parameter

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12)

Abstract: In this article, we establish a test for multivariate scatter parameter in elliptical model, where the location parameter is known, and the scatter parameter is estimated by the multivariate forward search method. The consistency property of the test is also studied here. Inter alia, we investigate the performances of the test for various simulated data, and compare them with those of a classical one.

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Cites work

• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• Discussion: The forward search: theory and data analysis
• Radial estimates and the test for sphericity
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter
• Testing Statistical Hypotheses
• The forward search: theory and data analysis

Cited in

(1)

• A test for multivariate location parameter in elliptical model based on forward search method

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