Visual tests for elliptically symmetric distributions
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Publication:6541708
Cites work
- scientific article; zbMATH DE number 1552506 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- A necessary power divergence-type family of tests for testing elliptical symmetry
- A statistic for testing the null hypothesis of elliptical symmetry
- A test for elliptical symmetry
- A test for the weights of the global minimum variance portfolio in an elliptical model
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- Comparison of multivariate distributions using quantile-quantile plots and related tests
- Conditional tests for elliptical symmetry
- Conditional tests for elliptical symmetry using robust estimators
- Depth-based runs tests for bivariate central symmetry
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- On a Geometric Notion of Quantiles for Multivariate Data
- On a scale-scale plot for comparing multivariate distributions
- On affine equivariant multivariate quantiles
- Portfolio optimization by a bivariate functional of the mean and variance
- Statistical Applications of the Multivariate Skew Normal Distribution
- Testing for ellipsoidal symmetry of a multivariate density
- Testing for elliptical symmetry in covariance matrix based analyses.
- Testing for spherical and elliptical symmetry
- Testing for spherical symmetry of a multivariate distribution
- The distribution of the sample variance of the global minimum variance portfolio in elliptical models
- The multivariate skew-normal distribution
- The quickhull algorithm for convex hulls
- \(M\)-estimation, convexity and quantiles
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