Visual tests for elliptically symmetric distributions

Cites Work

Statistical Applications of the Multivariate Skew Normal Distribution
\(M\)-estimation, convexity and quantiles
On a Geometric Notion of Quantiles for Multivariate Data
Comparison of multivariate distributions using quantile-quantile plots and related tests
Title not available (Why is that?)
A test for the weights of the global minimum variance portfolio in an elliptical model
The multivariate skew-normal distribution
Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
The quickhull algorithm for convex hulls
Depth-based runs tests for bivariate central symmetry
Testing for elliptical symmetry in covariance matrix based analyses.
A necessary power divergence-type family of tests for testing elliptical symmetry
A test for elliptical symmetry
Testing for ellipsoidal symmetry of a multivariate density
Conditional tests for elliptical symmetry
Title not available (Why is that?)
Affine Invariant Multivariate Sign and Rank Tests and Corresponding Estimates: a Review
Testing for spherical symmetry of a multivariate distribution
A statistic for testing the null hypothesis of elliptical symmetry
On affine equivariant multivariate quantiles
Portfolio optimization by a bivariate functional of the mean and variance
The distribution of the sample variance of the global minimum variance portfolio in elliptical models
Testing for spherical and elliptical symmetry
Conditional tests for elliptical symmetry using robust estimators
On a scale-scale plot for comparing multivariate distributions

This page was built for publication: Visual tests for elliptically symmetric distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6541708)