A Test for Multivariate Location Parameter in Elliptical Model based on Forward Search Method

TL;DR

This paper introduces a new statistical test for multivariate location in elliptical models using the forward search estimator, analyzing its power and comparing its performance with classical tests through simulations and real data.

Contribution

It develops a novel test based on the forward search estimator and evaluates its asymptotic power and practical performance against existing methods.

Findings

The test has good asymptotic power under contiguous alternatives.

Simulation studies show competitive performance with classical tests.

Real data analysis confirms the test's practical applicability.

Abstract

In this article, we develop a test for multivariate location parameter in elliptical model based on the forward search estimator for a specified scatter matrix. Here, we study the asymptotic power of the test under contiguous alternatives based on the asymptotic distribution of the test statistics under such alternatives. Moreover, the performances of the test have been carried out for different simulated data and real data, and compared the performances with more classical ones.