Inference on the shape of elliptical distributions based on the MCD

The minimum covariance determinant (MCD) estimator of scatter is one of the most famous robust procedures for multivariate scatter. Despite the quite important research activity related to this estimator, culminating in the recent thorough asymptotic study of Cator and Lopuhaä (2010, 2012), no resul...

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Veröffentlicht in:	Journal of multivariate analysis 2014-08, Vol.129, p.125-144
Hauptverfasser:	Paindaveine, Davy, Van Bever, Germain
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Bahadur representation results Elliptical distributions Hypothesis testing MCD estimators Monte Carlo simulation Multivariate analysis Principal components analysis Robustness Shape parameters Statistical inference Studies Tests of sphericity
Online-Zugang:	Volltext
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