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Bibliography

Journal Article

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

Kalina Jan

: Communications in Statistics - Simulation and Computation vol.50, 10 (2021), p. 2845-2857

: GA17-07384S, GA ČR

: multivariate estimation, symmetry test, robust estimation, scatter estimator, axial symmetry

: 10.1080/03610918.2019.1615624

: https://www.tandfonline.com/doi/full/10.1080/03610918.2019.1615624

(eng): 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.

: BB

: 10103

2019-01-07 08:39