INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
Robust conditional tests for elliptical symmetry
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA; RODRIGUES, ISABEL
Lugar:
Oviedo
Reunión:
Conferencia; Fifth International Conference of the ERCIM Working Group on Computing & Statistics; 2012
Institución organizadora:
European Research Consortium for Informatics and Mathematics, International Association for Statistical Computing, Universidad de Oviedo, Queen Mary University of London
Resumen:
A robust procedure for conditional testing the hypothesis of elliptical symmetry is presented. It also provides a specialized test of multivariate normality. We derive the asymptotic behaviour of the robust conditional testing procedure under the null hypothesis of multivariate normality and under an arbitrary elliptically symmetric distribution. Their influence function is also studied. A simulation study allows us to compare the behaviour of the classical and robust test, under different contamination schemes.
