Pages that link to "Item:Q697459"
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The following pages link to A statistic for testing the null hypothesis of elliptical symmetry (Q697459):
Displayed 19 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- A test for the weights of the global minimum variance portfolio in an elliptical model (Q745427) (← links)
- A test for elliptical symmetry (Q864268) (← links)
- Testing for ellipsoidal symmetry: a comparison study (Q961151) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions (Q1733119) (← links)
- Optimal tests for elliptical symmetry: specified and unspecified location (Q1983598) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Testing for spherical and elliptical symmetry (Q2201558) (← links)
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate (Q2306279) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Copula Structure Analysis (Q2920266) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues (Q3178567) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- A necessary power divergence-type family of tests for testing elliptical symmetry (Q5219207) (← links)
- Nonlinear Extraction of Independent Components of Natural Images Using Radial Gaussianization (Q5323832) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)