Mahalanobis distance under non-normality

Islam, M. Qamarul

Mahalanobis distance under non-normality

dc.contributor.author	Islam, M. Qamarul
dc.date.accessioned	2016-06-14T08:54:28Z
dc.date.available	2016-06-14T08:54:28Z
dc.date.issued	2010
dc.department	Çankaya Üniversitesi, İktisadi İdari Bilimler Fakültesi, İktisat Bölümü	en_US
dc.description.abstract	We give a novel estimator of Mahalanobis distance D2 between two non-normal populations. We show that it is enormously more efficient and robust than the traditional estimator based on least squares estimators. We give a test statistic for testing that D2=0 and study its power and robustness properties	en_US
dc.description.publishedMonth	6
dc.identifier.citation	Islam, Q. (2010). Mahalanobis distance under non-normality. Statistics: A Journal of Theoretical and Applied Statistics, 44(3), 275-290. http://dx.doi.org/10.1080/02331880903043223	en_US
dc.identifier.doi	10.1080/02331880903043223
dc.identifier.endpage	290	en_US
dc.identifier.issn	0233-1888
dc.identifier.issue	3	en_US
dc.identifier.startpage	275	en_US
dc.identifier.uri	http://hdl.handle.net/20.500.12416/1100
dc.identifier.volume	44	en_US
dc.language.iso	en	en_US
dc.publisher	Taylor&Francis LTD	en_US
dc.relation.ispartof	Statistics: A Journal of Theoretical and Applied Statistics	en_US
dc.rights	info:eu-repo/semantics/closedAccess	en_US
dc.subject	Covariance Matrix	en_US
dc.subject	Least Squares	en_US
dc.subject	Mahalanobis Distance	en_US
dc.subject	Maximum Likelihood	en_US
dc.subject	Modified Maximum Likelihood	en_US
dc.subject	Multivariate	en_US
dc.subject	Non-Normality	en_US
dc.title	Mahalanobis distance under non-normality	tr_TR
dc.title	Mahalanobis Distance Under Non-Normality	en_US
dc.type	Article	en_US
dspace.entity.type	Publication

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