Mahalanobis distance under non-normality

Date

2010-01-01

Author

Tiku, Moti L.
İslam, Muhammed Qamarul
Qumsiyeh, Sahar B.

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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.

Subject Keywords

Statistics, Probability and Uncertainty, Statistics and Probability

URI

https://hdl.handle.net/11511/49265

Journal

STATISTICS

DOI

https://doi.org/10.1080/02331880903043223

Collections

Department of Statistics, Article

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Citation Formats

M. L. Tiku, M. Q. İslam, and S. B. Qumsiyeh, “Mahalanobis distance under non-normality,” STATISTICS, pp. 275–290, 2010, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/49265.