Testing a multivariate distribution for generalized skew ellipticity

DOI10.1137/S0040585X97T989490MaRDI QIDQ5232091zbMATH OpenOpenAlexWikidataFDO

Authors L. A. Sakhanenko

Publication date 29 August 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t989490

zbMATH Keywords

bootstraphypothesis testinggeneralized skew-elliptical distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Multivariate distribution of statistics (62H10) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• scientific article; zbMATH DE number 1552506
• Invariant distributions of the multivariate tests in the skew elliptical model
• Shapiro-Wilk test for multivariate skew-normality
• Optimal tests for elliptical symmetry: specified and unspecified location
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry

Cites work

• scientific article; zbMATH DE number 1552506 (Why is no real title available?)
• scientific article; zbMATH DE number 2148842 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• Characteristic function-based semiparametric inference for skew-symmetric models
• Flexible Class of Skew-Symmetric Distributions
• Generalized skew-elliptical distributions and their quadratic forms
• Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
• Testing for ellipsoidal symmetry: a comparison study
• Testing for the symmetric component in skew distributions
• Testing group symmetry of a multivariate distribution
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Invariant distributions of the multivariate tests in the skew elliptical model
• scientific article; zbMATH DE number 5548240 (Why is no real title available?)
• Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution

This page was built for publication: Testing a multivariate distribution for generalized skew ellipticity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5232091)