Testing multivariate scatter parameter in elliptical model based on forward search method

Publication date: Available online 1 December 2018Source: Statistics & Probability LettersAuthor(s): Chitradipa ChakrabortyAbstractIn this article, we establish a test for multivariate scatter parameter in elliptical model, where the location parameter is known, and the scatter parameter is estimated by the multivariate forward search method. The consistency property of the test, along with its performances for various simulated data in comparison with a classical one, is also studied here.

Source: Statistics and Probability Letters - December 2, 2018 Category: Statistics Source Type: research