Testing for spherical and elliptical symmetry

DOI10.1016/J.JMVA.2020.104667MaRDI QIDQ2201558zbMATH OpenOpenAlexFDO

Authors Isaia Albisetti, Fadoua Balabdaoui, Hajo Holzmann

Publication date 29 September 2020

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.13151

zbMATH Keywords

bootstrapempirical processspherical symmetryKolmogorov-Smirnov testelliptical symmetry

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Abstract: We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector $X$ with finite mean has a spherical distribution if and only if $Ex[u^{o}pX|v^{o}pX]=0$ holds for any two perpendicular vectors $u$ and $v$. Our test is based on the Kolmogorov-Smirnov statistic, and its rejection region is found via the spherically symmetric bootstrap. We show the consistency of the spherically symmetric bootstrap test using a general Donsker theorem which is of some independent interest. For the case of testing for elliptical symmetry, the Kolmogorov-Smirnov statistic has an asymptotic drift term due to the estimated location and scale parameters. Therefore, an additional standardization is required in the bootstrap procedure. In a simulation study, the size and the power properties of our tests are assessed for several distributions and the performance is compared to that of several competing procedures.

Recommendations

• Testing for spherical symmetry via the empirical characteristic function
• Testing of spherical symmetry of a multivariate distribution.
• A test for elliptical symmetry
• Diagnostic procedures for spherically symmetric distributions
• scientific article; zbMATH DE number 1552506

Cites work

• scientific article; zbMATH DE number 3822936 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1552506 (Why is no real title available?)
• scientific article; zbMATH DE number 3406956 (Why is no real title available?)
• A characterization of spherical distributions
• A necessary test of goodness of fit for sphericity
• A nonparametric test for bivariate circular symmetry based on the empirical cdf
• A statistic for testing the null hypothesis of elliptical symmetry
• A test for elliptical symmetry
• Asymptotic Statistics
• Bootstrap and randomization tests of some nonparametric hypotheses
• Empirical processes indexed by estimated functions
• On the theory of elliptically contoured distributions
• Optimality of the least squares estimator
• Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
• Slicing regression: A link-free regression method
• Some necessary uniform tests for spherical symmetry
• Statistical Theory and Inference
• Testing for ellipsoidal symmetry of a multivariate density
• Testing for ellipsoidal symmetry: a comparison study
• Testing for spherical and elliptical symmetry
• Testing for spherical symmetry of a multivariate distribution
• Testing for spherical symmetry via the empirical characteristic function
• Testing of spherical symmetry of a multivariate distribution.
• Tests for conditional ellipticity in multivariate GARCH models
• The meta-elliptical distributions with given marginals
• Weak convergence and empirical processes. With applications to statistics

Cited in

(13)

• A statistic for testing the null hypothesis of elliptical symmetry
• A nonparametric test for elliptical distribution based on kernel embedding of probabilities
• Testing for bivariate spherical symmetry
• Testing first-order spherical symmetry of spatial point processes
• Testing for spherical and elliptical symmetry
• An elliptically symmetric angular Gaussian distribution
• Testing circular symmetry
• Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
• Visual tests for elliptically symmetric distributions
• Testing for spherical symmetry via the empirical characteristic function
• Testing for ellipsoidal symmetry: a comparison study
• scientific article; zbMATH DE number 1552506 (Why is no real title available?)
• Diagnostic procedures for spherically symmetric distributions

Describes a project that uses

Uses Software

• sipack

This page was built for publication: Testing for spherical and elliptical symmetry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2201558)