A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure (Q690961)
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scientific article; zbMATH DE number 6111196
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| English | A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure |
scientific article; zbMATH DE number 6111196 |
Statements
A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure (English)
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29 November 2012
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Song's measure
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multivariate normality
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Monte Carlo study
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elliptic distributions
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0.8676788
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0.8557813
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0.8470532
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0.8432553
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0.8393191
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0.83663714
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0.83612096
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0.8301396
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