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

elliptic distributionsMonte Carlo studymultivariate normalitySong's measure

Mathematics Subject Classification ID

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

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