Inference on the shape of elliptical distributions based on the MCD
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DOI: 10.1016/j.jmva.2014.04.013
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References listed on IDEAS
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Cited by:
- Maronna, Ricardo A. & Yohai, Victor J., 2017. "Robust and efficient estimation of multivariate scatter and location," Computational Statistics & Data Analysis, Elsevier, vol. 109(C), pages 64-75.
- Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
- Davy Paindaveine & Germain Van Bever, 2017. "Tyler Shape Depth," Working Papers ECARES ECARES 2017-29, ULB -- Universite Libre de Bruxelles.
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Keywords
Bahadur representation results; Elliptical distributions; MCD estimators; Robustness; Shape parameters; Tests of sphericity;All these keywords.
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