A statistic for testing the null hypothesis of elliptical symmetry
DOI10.1006/JMVA.2001.2007zbMATH Open1011.62046OpenAlexW1969885665MaRDI QIDQ697459FDOQ697459
Authors: A. J. Quiroz, Alessandro Manzotti, Francisco Perez jun. 
Publication date: 17 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2007
Recommendations
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)
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Cited In (26)
- Optimal tests for elliptical symmetry: specified and unspecified location
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- A semi-parametric approach to risk management
- Elliptically symmetric distributions: a review of achieved results and open issues
- Testing for bivariate spherical symmetry
- Nonlinear Extraction of Independent Components of Natural Images Using Radial Gaussianization
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
- A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions
- Testing for spherical and elliptical symmetry
- Single-index modelling of conditional probabilities in two-way contingency tables
- Conditional tests for elliptical symmetry
- Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Estimating the tail-dependence coefficient: properties and pitfalls
- Extreme behavior of bivariate elliptical distributions
- Modelling and Prediction of Financial Time Series
- Copula structure analysis
- A necessary power divergence-type family of tests for testing elliptical symmetry
- A nonparametric test for elliptical distribution based on kernel embedding of probabilities
- A necessary test for elliptical symmetry based on the uniform distribution over the Stiefel manifold
- Tests for conditional ellipticity in multivariate GARCH models
- A test for the weights of the global minimum variance portfolio in an elliptical model
- A test for elliptical symmetry
- On extreme quantile region estimation under heavy-tailed elliptical distributions
- Visual tests for elliptically symmetric distributions
- Testing for ellipsoidal symmetry: a comparison study
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