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  • Search: subject:"Tests of sphericity"
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Bahadur representation results 1 Elliptical distributions 1 MCD estimators 1 Robustness 1 Shape parameters 1 Tests of sphericity 1
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Paindaveine, Davy 1 Van Bever, Germain 1
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Journal of Multivariate Analysis 1
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Inference on the shape of elliptical distributions based on the MCD
Paindaveine, Davy; Van Bever, Germain - In: Journal of Multivariate Analysis 129 (2014) C, pp. 125-144
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...
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