Similar Search Results

Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions

Hara, Takahiko - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 395-406

Persistent link: https://www.econbiz.de/10005760153

Locally minimax tests in symmetrical distributions

Giri, Narayan - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 381-394

Persistent link: https://www.econbiz.de/10005169234

Choosing a Linear Model with a Random Number of Change-Points and Outliers

Caussinus, Henri; Lyazrhi, Faouzi - In: Annals of the Institute of Statistical Mathematics 49 (1997) 4, pp. 761-775

Persistent link: https://www.econbiz.de/10005395732

Some Geometry for the Maximal Invariant in Linear Regression

Marsh, Patrick - Department of Economics and Related Studies, University …

The maximal invariant forms the basis of a well established theory on hypothesis testing on the covariance structure in linear regression, see Lehman (1997). This paper examines the geometry of the maximal invariant. In particular it derives explicit expressions for both Fisher information and...

Persistent link: https://www.econbiz.de/10005695932