Testing for ellipsoidal symmetry: a comparison study

DOI10.1016/j.csda.2008.08.029zbMath1301.62056MaRDI QIDQ961151

Lyudmila Sakhanenko

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.029

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

Related Items

Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data, The risk of tensor Stein-rules in elliptically contoured distributions, A necessary power divergence-type family of tests for testing elliptical symmetry, Testing a Multivariate Distribution for Generalized Skew Ellipticity, The bias and risk functions of some Stein-rules in elliptically contoured distributions, Tests for conditional ellipticity in multivariate GARCH models, Optimal tests for elliptical symmetry: specified and unspecified location, Testing for spherical and elliptical symmetry, Moments of truncated normal/independent distributions

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