Mahalanobis distance under non-normality


Tiku M. L. , Islam M. Q. , Qumsiyeh S. B.

STATISTICS, cilt.44, ss.275-290, 2010 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 44 Konu: 3
  • Basım Tarihi: 2010
  • Doi Numarası: 10.1080/02331880903043223
  • Dergi Adı: STATISTICS
  • Sayfa Sayıları: ss.275-290

Özet

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.