A Test for Multivariate Location Parameter in Elliptical Model Based on Forward Search Method

Chitradipa Chakraborty () and Subhra Sankar Dhar ()
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Chitradipa Chakraborty: IIT Kanpur
Subhra Sankar Dhar: IIT Kanpur

Sankhya A: The Indian Journal of Statistics, 2020, vol. 82, issue 1, No 5, 68-95

Abstract: Abstract In this article, we develop a test for multivariate location parameter in elliptical model based on the forward search estimator for a specified scatter matrix. Here, we study the asymptotic power of the test under contiguous alternatives based on the asymptotic distribution of the test statistics under such alternatives. Moreover, the performances of the test have been carried out for different simulated data and real data, and compared the performances with more classical ones.

Keywords: Asymptotic power; Contiguous alternatives; Consistency of the test; Mixture distribution.; Primary 62G10; 62H12; Secondary 62G35 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s13171-018-0149-3

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