Optimal tests for elliptical symmetry: specified and unspecified location

DOI10.3150/20-BEJ1305zbMath1473.62185arXiv1911.08171OpenAlexW3193948301MaRDI QIDQ1983598

Christophe Ley, Slađana Babić, Laetitia Gelbgras, Marc Hallin

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.08171

zbMATH Keywords

local asymptotic normalityelliptical symmetrysemiparametric inferencemultivariate skewnessmaximin testsskew-elliptical densities

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items

An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, Optimal tests for elliptical symmetry: specified and unspecified location

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