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Randles' one sample multivariate sign test based on interdirections is extended to two sample and multisample tests. A heuristic argument suggests that when samples are drawn from elliptically symmetric distributions all of these tests share the same asymptotic relative efficiency with respect...
Persistent link: https://www.econbiz.de/10009477689
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...
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Robust estimates of principal components are developed using appropriate definitions of multivariate signs and ranks. Simulations and a data example are used to compare these methods to the regular method and one based on the minimum-volume-ellipsoid estimate of the covariance matrix. The sign...
Persistent link: https://www.econbiz.de/10005074764
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