Number of the records: 1

Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution

SYSNO ASEP	0504387
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution
Author(s)	Kalina, Jan (UIVT-O)_{RID, SAI, ORCID}
Source Title	Communications in Statistics - Simulation and Computation. - : Taylor & Francis - ISSN 0361-0918 Roč. 50, č. 10 (2021), s. 2845-2857
Number of pages	13 s.
Language	eng - English
Country	US - United States
Keywords	multivariate estimation ; symmetry test ; robust estimation ; scatter estimator ; axial symmetry
Subject RIV	BA - General Mathematics
OECD category	Statistics and probability
Method of publishing	Limited access
Institutional support	UIVT-O - RVO:67985807
UT WOS	000469602900001
EID SCOPUS	85066100659
DOI	10.1080/03610918.2019.1615624
Annotation	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.
Workplace	Institute of Computer Science
Contact	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Year of Publishing	2022
Electronic address	http://dx.doi.org/10.1080/03610918.2019.1615624

Number of the records: 1