Multivariate coefficients of variation: Comparison and influence functions
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DOI: 10.1016/j.jmva.2015.08.006
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- S. Aerts & G. Haesbroeck & C. Ruwet, 2018. "Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation," Statistical Papers, Springer, vol. 59(2), pages 545-579, June.
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- Stephanie Aerts & Gentiane Haesbroeck, 2017. "Robust asymptotic tests for the equality of multivariate coefficients of variation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(1), pages 163-187, March.
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Keywords
Multivariate coefficient of variation; Influence functions; Minimum Covariance Determinant estimator; S estimator;All these keywords.
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