𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Testing for affine equivalence of elliptically symmetric distributions

✍ Scribed by A.K. Gupta; N. Henze; B. Klar

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
238 KB
Volume
88
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

✦ Synopsis

Let X and Y be d-dimensional random vectors having elliptically symmetric distributions. Call X and Y affinely equivalent if Y has the same distribution as AX ΓΎ b for some nonsingular d Γ‚ d-matrix A and some bAR d : This paper studies a class of affine invariant tests for affine equivalence under certain moment restrictions. The test statistics are measures of discrepancy between the empirical distributions of the norm of suitably standardized data.

πŸ“œ SIMILAR VOLUMES

Robust shrinkage estimation for elliptic
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
✍ Dominique Fourdrinier; William E. Strawderman; Martin T. Wells πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 198 KB

Let X ; V 1 ; y; V nΓ€1 be n random vectors in R p with joint density of the form where both y and S are unknown. We consider the problem of the estimation of y with the invariant loss Γ°d Γ€ yÞ 0 S Γ€1 Γ°d Γ€ yÞ and propose estimators which dominate the usual estimator d 0 Γ°X Þ ΒΌ X simultaneously for th

Equivalent accelerated life testing plan
Equivalent accelerated life testing plans for log-location-scale distributions
✍ Haitao Liao; Elsayed A. Elsayed πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 768 KB

## Abstract Accelerated life testing (ALT) is widely used to determine the failure time distribution of a product and the associated life‐stress relationship in order to predict the product's reliability under normal operating conditions. Many types of stress loadings such as constant‐stress, step‐