Mahalanobis distance under non-normality

Islam, M. Qamarul

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	2010-06
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	tr_TR
dc.identifier.issn	0233-1888
dc.identifier.uri	http://hdl.handle.net/20.500.12416/1100
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	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Taylor&Francis LTD	tr_TR
dc.relation.isversionof	10.1080/02331880903043223	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	Covariance Matrix	tr_TR
dc.subject	Least Squares	tr_TR
dc.subject	Mahalanobis Distance	tr_TR
dc.subject	Maximum Likelihood	tr_TR
dc.subject	Modified Maximum Likelihood	tr_TR
dc.subject	Multivariate	tr_TR
dc.subject	Non-Normality	tr_TR
dc.title	Mahalanobis distance under non-normality	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Statistics: A Journal of Theoretical and Applied Statistics	tr_TR
dc.identifier.volume	44	tr_TR
dc.identifier.issue	3	tr_TR
dc.identifier.startpage	275	tr_TR
dc.identifier.endpage	290	tr_TR
dc.contributor.department	Çankaya Üniversitesi, İktisadi İdari Bilimler Fakültesi, İktisat Bölümü	tr_TR