Testing for ellipsoidal symmetry: a comparison study

DOI10.1016/J.CSDA.2008.08.029MaRDI QIDQ961151zbMATH OpenOpenAlexFDO

Authors Lyudmila Sakhanenko

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.08.029

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Testing for spherical and elliptical symmetry
• scientific article; zbMATH DE number 1501205
• A test for elliptical symmetry
• scientific article; zbMATH DE number 1552506
• Testing for spherical symmetry via the empirical characteristic function
• A statistic for testing the null hypothesis of elliptical symmetry
• Conditional tests for elliptical symmetry

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 1552506 (Why is no real title available?)
• scientific article; zbMATH DE number 1416392 (Why is no real title available?)
• A characterization of the distributions that imply mean-variance utility functions
• A statistic for testing the null hypothesis of elliptical symmetry
• A test for elliptical symmetry
• Bootstrap and randomization tests of some nonparametric hypotheses
• Bootstrap methods: another look at the jackknife
• Chirality and symmetry measures: a transdisciplinary review
• Financial applications of sequential nonparametric curve estimation
• Necessary conditions for the CAPM
• Nonparametric curve estimation. Methods, theory, and applications
• Robust m-estimators of multivariate location and scatter
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Testing for ellipsoidal symmetry of a multivariate density
• Testing for spherical symmetry of a multivariate distribution
• Testing multivariate symmetry
• Testing of spherical symmetry of a multivariate distribution.

Cited in

(10)

• Optimal tests for elliptical symmetry: specified and unspecified location
• Errors of misclassification in discrimination of dimensional coherent elliptic random field observations
• Testing for spherical and elliptical symmetry
• Moments of truncated normal/independent distributions
• Testing a multivariate distribution for generalized skew ellipticity
• The risk of tensor Stein-rules in elliptically contoured distributions
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• The bias and risk functions of some Stein-rules in elliptically contoured distributions
• A necessary power divergence-type family of tests for testing elliptical symmetry
• Tests for conditional ellipticity in multivariate GARCH models

This page was built for publication: Testing for ellipsoidal symmetry: a comparison study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q961151)