Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F21%3A00504387" target="_blank" >RIV/67985807:_____/21:00504387 - isvavai.cz</a>
Nalezeny alternativní kódy
RIV/67985556:_____/21:00583622
Výsledek na webu
<a href="http://dx.doi.org/10.1080/03610918.2019.1615624" target="_blank" >http://dx.doi.org/10.1080/03610918.2019.1615624</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610918.2019.1615624" target="_blank" >10.1080/03610918.2019.1615624</a>
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Common Multivariate Estimators of Location and Scatter Capture the Symmetry of the Underlying Distribution
Popis výsledku anglicky
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.
Klasifikace
Druh
J<sub>imp</sub> - Článek v periodiku v databázi Web of Science
CEP obor
—
OECD FORD obor
10103 - Statistics and probability
Návaznosti výsledku
Projekt
<a href="/cs/project/GA17-07384S" target="_blank" >GA17-07384S: Neparametrické (statistické) metody v moderní ekonometrii</a><br>
Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Ostatní
Rok uplatnění
2021
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název periodika
Communications in Statistics - Simulation and Computation
ISSN
0361-0918
e-ISSN
1532-4141
Svazek periodika
50
Číslo periodika v rámci svazku
10
Stát vydavatele periodika
US - Spojené státy americké
Počet stran výsledku
13
Strana od-do
2845-2857
Kód UT WoS článku
000469602900001
EID výsledku v databázi Scopus
2-s2.0-85066100659