Estimation of mean form and mean form difference under elliptical laws

José A. Díaz-García, Francisco J. Caro-Lopera

Resultado de la investigación: Contribución a una revistaArtículo

1 Cita (Scopus)

Resumen

© 2017, Institute of Mathematical Statistics. All rights reserved. The matrix variate elliptical generalization of [30] is presented in this work. The published Gaussian case is revised and modified. Then, new aspects of identifiability and consistent estimation of mean form and mean form difference are considered under elliptical laws. For example, instead of using the Euclidean distance matrix for the consistent estimates, exact formulae are derived for the moments of the matrix B = Xc(Xc)T; where Xcis the centered landmark matrix. Finally, a complete application in Biology is provided; it includes estimation, model selection and hypothesis testing.
Idioma originalInglés estadounidense
Páginas (desde-hasta)2424-2460
Número de páginas37
PublicaciónElectronic Journal of Statistics
DOI
EstadoPublicada - 1 ene 2017

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