A Test for Multivariate Location Parameter in Elliptical Model based on Forward Search Method
Methodology
2018-04-12 v1
Abstract
In this article, we develop a test for multivariate location parameter in elliptical model based on the forward search estimator for a specified scatter matrix. Here, we study the asymptotic power of the test under contiguous alternatives based on the asymptotic distribution of the test statistics under such alternatives. Moreover, the performances of the test have been carried out for different simulated data and real data, and compared the performances with more classical ones.
Cite
@article{arxiv.1804.03942,
title = {A Test for Multivariate Location Parameter in Elliptical Model based on Forward Search Method},
author = {Chitradipa Chakraborty and Subhra Sankar Dhar},
journal= {arXiv preprint arXiv:1804.03942},
year = {2018}
}
Comments
32 pages, 2 figures