A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure

DOI10.1016/J.JMVA.2011.09.006MaRDI QIDQ690961zbMATH OpenOpenAlexFDO

Authors A. Batsidis, K. Zografos

Publication date 29 November 2012

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

Full work available at URL https://doi.org/10.1016/j.jmva.2011.09.006

zbMATH Keywords

multivariate normalityMonte Carlo studyelliptic distributionsSong's measure

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• A goodness-of-fit test for elliptical distributions with diagnostic capabilities
• Some optima of parameter tests for an elliptically contoured distribution class
• A necessary power divergence-type family of tests for testing elliptical symmetry
• On the Distributions of some Test Statistics for Profile Analysis in Elliptical Populations
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• A test of fit for a continuous distribution based on the empirical convex conditional mean function
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Publication:4939085
• An approach to testing the goodness of fit of incompletely specified distributions
• Estimation and testing in elliptical functional measurement error models

Cited in

(17)

• On reconsidering entropies and divergences and their cumulative counterparts: Csiszár's, DPD's and Fisher's type cumulative and survival measures
• Discussion of Birnbaum‐Saunders distribution: A review of models, analysis, and applications
• A fortune cookie problem: A test for nominal data whether two samples are from the same population of equally likely elements
• Goodness-of-fit tests for centralized Wishart processes
• The joint distribution of Studentized residuals under elliptical distributions
• A characterization of elliptical distributions and some optimality properties of principal components for functional data
• Authors' rejoinder on ``Birnbaum-Saunders distribution: a review of models, analysis, and applications
• Conditional tests for elliptical symmetry using robust estimators
• A goodness-of-fit test for elliptical distributions with diagnostic capabilities
• Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations
• Testing for a class of bivariate exponential distributions
• New invariant and consistent chi-squared type goodness-of-fit tests for multivariate normality and a related comparative simulation study
• Modelling with star-shaped distributions
• An alternative discrete skew Laplace distribution
• A necessary power divergence-type family of tests for testing elliptical symmetry
• Testing for diagonal symmetry based on center-outward ranking
• A necessary power divergence type family tests of multivariate normality

This page was built for publication: A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q690961)