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Data do not always obey the normality assumption, and outliers can have dramatic impacts on the quality of the least squares methods. We use Huber's loss function in developing robust methods for time-course multivariate responses. We use spline basis expansion of the time-varying regression...
Persistent link: https://www.econbiz.de/10009477900
The problem of testing equality of two normal covariance matrices, [Sigma]1 = [Sigma]2 is studied. Two alternative hypotheses, [Sigma]1 [not equal to] [Sigma]2 and [Sigma]1 - [Sigma]2 0 are considered. Minimal complete classes among the class of invariant tests are found. The group of...
Persistent link: https://www.econbiz.de/10005153022