A goodness-of-fit test for elliptical distributions with diagnostic capabilities

DOI10.48550/arXiv.1902.03622zbMath1440.62196arXiv1902.03622MaRDI QIDQ146501

Gilles R Ducharme, Pierre Lafaye de Micheaux, Gilles R. Ducharme, Pierre Lafaye de Micheaux

Publication date: 10 February 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.03622

zbMATH Keywords

multivariate normal distribution; elliptical distribution; multivariate Laplace distribution; multivariate logistic distribution; diagnostic information; smooth goodness-of-fit test

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62J12: Generalized linear models (logistic models)

62J20: Diagnostics, and linear inference and regression

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