Tests of elliptical symmetry and the asymptotic tail behavior of the statistics

DOI10.1007/s11766-999-0072-4zbMath0940.62051MaRDI QIDQ1970741

Li Xing Zhu, Ping Jing

Publication date: 17 July 2000

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-999-0072-4

zbMATH Keywords

projection pursuit; asymptotic tail behavior; test of sphericity

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis

Cites Work

• Unnamed Item
• Bootstrapping general empirical measures
• Projection pursuit
• Confidence sets for a multivariate distribution
• Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
• The supremum of Gaussian processes with a constant variance
• Central limit theorems for empirical measures
• Exponential bounds for the uniform deviation of a kind of empirical processes. II
• Testing for spherical symmetry of a multivariate distribution
• A necessary test of goodness of fit for sphericity
• Diffusion in oscillatory pipe flow
• Invariance principles for sums of Banach space valued random elements and empirical processes
• A Cramer Von-Mises Type Statistic for Testing Symmetry
• A Test for Symmetry Using the Sample Distribution Function