On nonparametric tests of multivariate meta-ellipticity

DOI10.1007/S00362-020-01189-XMaRDI QIDQ2062382zbMATH OpenOpenAlexFDO

Authors Jean-François Quessy

Publication date 27 December 2021

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-020-01189-x

zbMATH Keywords

Blomqvist's betaKendall's taumultiplier bootstrapshape hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

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Cited in

(6)

• Identifiability and estimation of meta-elliptical copula generators
• A simple non-parametric goodness-of-fit test for elliptical copulas
• Detecting departures from meta-ellipticity for multivariate stationary time series
• On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
• scientific article; zbMATH DE number 1974486 (Why is no real title available?)
• Statistical procedures for the selection of a multidimensional meta-elliptical distribution

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