One-sample problem: Inference for shape
The one-sample multivariate shape problem is considered. The shape matrix is a scatter matrix rescaled or normalized in a certain way. The procedures here are based on multivariate spatial signs and spatial ranks. Tests and estimates based on the spatial sign covariance matrix and the spatial rank covariance matrices of different types are considered. The asymptotic efficiencies show a good performance of these methods, particularly for heavy-tailed distributions.
KeywordsScatter Matrix Alternative Sequence Elliptic Case Spatial Sign Shape Estimate
Unable to display preview. Download preview PDF.