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Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution
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SYSNO ASEP 0504387 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution Tvůrce(i) Kalina, Jan (UIVT-O) RID, SAI, ORCID Zdroj.dok. Communications in Statistics - Simulation and Computation. - : Taylor & Francis - ISSN 0361-0918
Roč. 50, č. 10 (2021), s. 2845-2857Poč.str. 13 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova multivariate estimation ; symmetry test ; robust estimation ; scatter estimator ; axial symmetry Vědní obor RIV BA - Obecná matematika Obor OECD Statistics and probability Způsob publikování Omezený přístup Institucionální podpora UIVT-O - RVO:67985807 UT WOS 000469602900001 EID SCOPUS 85066100659 DOI 10.1080/03610918.2019.1615624 Anotace The article discusses how various multivariate location and scatter estimators capture the symmetry of the underlying distribution. Very general sufficient conditions are formulated, which ensure various symmetry properties of functionals corresponding to location or scatter. Examples of robust multivariate estimators, which fulfill these conditions, are discussed in detail. The obtained symmetry of the estimators is applicable to hypothesis tests of symmetry of the underlying distribution of the multivariate data. For this task, we propose to perform permutation tests exploiting the nonparametric combination methodology. The performance of the newly proposed tests is illustrated on simulated as well as real data. The tests are suitable for small sample sizes and represent the first available symmetry tests suitable also for non-elliptical distributions and for more than just two variables. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2022 Elektronická adresa http://dx.doi.org/10.1080/03610918.2019.1615624
Počet záznamů: 1