Title: A Test for Multivariate Location Parameter in Elliptical Model Based on Forward Search Method

Issue: Volume 82 Series A Part 1 Year 2020
Pages: 68 -- 95
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
Primary 62G10, 62H12; Secondary 62G35
Keywords and phrases: Asymptotic power, Contiguous alternatives, Consistency of the test, Mixture distribution