Testing for spherical symmetry via the empirical characteristic function

DOI10.1080/02331888.2013.832764zbMATH Open1304.62080OpenAlexW2032272815MaRDI QIDQ2934858FDOQ2934858

Simos G. Meintanis, Zdeňek Hlávka, Norbert Henze

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.832764

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zbMATH Keywords

goodness-of-fitspherical symmetryempirical characteristic functionconditional Monte Carlo test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The empirical characteristic function and its applications
• Testing for independence by the empirical characteristic function
• Contour regression: a general approach to dimension reduction
• On the choice of the smoothing parameter for the BHEP goodness-of-fit test
• Nonparametric Monte Carlo tests and their applications.
• Applications of empirical characteristic functions in some multivariate problems
• Nonparametric Monte Carlo tests for multivariate distributions
• Some necessary uniform tests for spherical symmetry
• An integral transform method for estimating the central mean and central subspaces
• Limit behaviour of the empirical characteristic function
• Weak convergence of the empirical characteristic function
• Conditional tests for elliptical symmetry
• A test for symmetries of multivariate probability distributions
• Testing of spherical symmetry of a multivariate distribution.
• Testing for bivariate spherical symmetry
• Testing for spherical symmetry of a multivariate distribution
• Multivariate empirical characteristic functions
• Bayes prediction in the linear model with spherically symmetric errors
• Estimation of a loss function for spherically symmetric distributions in the general linear model
• A necessary test of goodness of fit for sphericity

Cited In (18)

• Testing serial independence with functional data
• Self-consistency-based tests for bivariate distributions
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Some Applications of Läuter's Technique in Tests for Spherical Symmetry
• Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models
• Testing First-Order Spherical Symmetry of Spatial Point Processes
• Testing for spherical and elliptical symmetry
• Power enhancement for dimension detection of Gaussian signals
• Testing axial symmetry by means of directional regression quantiles
• Testing symmetry around a subspace
• Tests for circular symmetry of complex-valued random vectors
• Nonparametric probability weighted empirical characteristic function and applications
• A distribution-free method of interval estimation for unsigned directional data
• Empirical characteristic function tests for GARCH innovation distribution using multipliers
• A nonparametric test for elliptical distribution based on kernel embedding of probabilities
• Tests for conditional ellipticity in multivariate GARCH models
• Testing exchangeability of multivariate distributions
• Testing for ellipsoidal symmetry: a comparison study

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