Optimal tests for elliptical symmetry: specified and unspecified location
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Publication:1983598
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
local asymptotic normalityelliptical symmetrysemiparametric inferencemultivariate skewnessmaximin testsskew-elliptical densities
Multivariate distribution of statistics (62H10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)
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