| bibtype |
J -
Journal Article
|
| ARLID |
0583622 |
| utime |
20240402215304.0 |
| mtime |
20240305235959.9 |
| SCOPUS |
85066100659 |
| WOS |
000469602900001 |
| DOI |
10.1080/03610918.2019.1615624 |
| title
(primary) (eng) |
Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution |
| specification |
| page_count |
13 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0256434 |
| ISSN |
0361-0918 |
| title
|
Communications in Statistics - Simulation and Computation |
| volume_id |
50 |
| volume |
10 (2021) |
| page_num |
2845-2857 |
| publisher |
|
|
| keyword |
multivariate estimation |
| keyword |
symmetry test |
| keyword |
robust estimation |
| keyword |
scatter estimator |
| keyword |
axial symmetry |
| author
(primary) |
| ARLID |
cav_un_auth*0345793 |
| name1 |
Kalina |
| name2 |
Jan |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA17-07384S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0345381 |
|
| abstract
(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. |
| result_subspec |
WOS |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2024 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0351629 |
| confidential |
S |
| mrcbC91 |
C |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
0.316 |
| mrcbT16-s |
0.419 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q4 |
| arlyear |
2021 |
| mrcbU14 |
85066100659 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000469602900001 WOS |
| mrcbU63 |
cav_un_epca*0256434 Communications in Statistics - Simulation and Computation Roč. 50 č. 10 2021 2845 2857 0361-0918 1532-4141 Taylor & Francis |
|