Inference on the shape of elliptical distributions based on the MCD
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
KeywordsBahadur representation results; Elliptical distributions; MCD estimators; Robustness; Shape parameters; Tests of sphericity;
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