Tests of multinormality based on location vectors and scatter matrices
Kankainen, A., Taskinen, S., & Oja, H. (2007). Tests of multinormality based on location vectors and scatter matrices. Stat. Methods Appl., 16(3), 357-379. https://doi.org/10.1007/s10260-007-0045-9
Julkaistu sarjassa
Stat. Methods Appl.Päivämäärä
2007Tekijänoikeudet
© Springer. This is a manuscript of an article whose final and definitive form has been published by Springer.
Classical univariate measures of asymmetry such as Pearson’s (mean-median)/σ or (mean-mode)/σ often measure the standardized distance between two separate location parameters and have been widely used in assessing univariate normality. Similarly, measures of univariate kurtosis are often just ratios of two scale measures. The classical standardized fourth moment and the ratio of the mean deviation to the standard deviation serve as examples. In this paper we consider tests of multinormality which are based on the Mahalanobis distance between two multivariate location vector estimates or on the (matrix) distance between two scatter matrix estimates, respectively. Asymptotic theory is developed to provide approximate null distributions as well as to consider asymptotic efficiencies. Limiting Pitman efficiencies for contiguous sequences of contaminated normal distributions are calculated and the efficiencies are compared to those of the classical tests by Mardia. Simulations are used to compare finite sample efficiencies. The theory is also illustrated by an example.
...
Julkaisija
SpringerISSN Hae Julkaisufoorumista
1618-2510Asiasanat
Julkaisu tutkimustietojärjestelmässä
https://converis.jyu.fi/converis/portal/detail/Publication/17461050
Metadata
Näytä kaikki kuvailutiedotKokoelmat
Samankaltainen aineisto
Näytetään aineistoja, joilla on samankaltainen nimeke tai asiasanat.
-
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
Taskinen, Sara; Croux, Christophe; Kankainen, Annaliisa; Ollila, Esa; Oja, Hannu (Elsevier, 2006)In this paper, the influence functions and limiting distributions of the canonical correlations and coefficients based on affine equivariant scatter matrices are developed for elliptically symmetric distributions. General ... -
Robust second-order stationary spatial blind source separation using generalized sign matrices
Sipilä, Mika; Muehlmann, Christoph; Nordhausen, Klaus; Taskinen, Sara (Elsevier, 2024)Consider a spatial blind source separation model in which the observed multivariate spatial data are assumed to be a linear mixture of latent stationary spatially uncorrelated random fields. The objective is to recover an ... -
Small-x, Diffraction and Vector Mesons
Lappi, Tuomas (Sissa, 2015)This talk discusses recent progress in some topics relevant for deep inelastic scattering at small x. We discuss first differences and similarities between conventional collinear factorization and the dipole picture of ... -
Complete calculation of exclusive heavy vector meson production at next-to-leading order in the dipole picture
Mäntysaari, Heikki; Penttala, Jani (Springer, 2022)Exclusive production of transversely polarized heavy vector mesons in deep inelastic scattering at high energy is calculated at next-to-leading order accuracy in the Color Glass Condensate framework. In addition to the ... -
Relativistic corrections to the vector meson light front wave function
Lappi, Tuomas; Mäntysaari, Heikki; Penttala, Jani (American Physical Society (APS), 2020)We compute a light front wave function for heavy vector mesons based on long-distance matrix elements constrained by decay width analyses in the nonrelativistic QCD framework. Our approach provides a systematic expansion ...
Ellei toisin mainittu, julkisesti saatavilla olevia JYX-metatietoja (poislukien tiivistelmät) saa vapaasti uudelleenkäyttää CC0-lisenssillä.