Testing multivariate symmetry
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- scientific article; zbMATH DE number 1552506
Cited in
(48)- Fourier methods for testing multivariate independence
- Testing of spherical symmetry of a multivariate distribution.
- Permutation tests for reflected symmetry
- On nonparametric tests for symmetry in \(R^ m\)
- Invariant tests for symmetry about an unspecified point based on the empirical characteristic function.
- Stable modeling of value at risk
- Testing for central symmetry and inference of the unknown center
- On the construction of radially symmetric copulas in higher dimensions
- A stochastic minimum distance test for multivariate parametric models
- A homogeneity test based on empirical characteristic functions
- Measures of radial asymmetry for bivariate random vectors
- Testing symmetry around a subspace
- More good news on the HKM test for multivariate reflected symmetry about an unknown centre
- Point-symmetric multivariate density function and its decomposition
- Empirical likelihood test for diagonal symmetry
- Some hypothesis tests based on random projection
- Testing group symmetry of a multivariate distribution
- Nonparametric tests for conditional symmetry in dynamic models
- MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS
- Estimating the distribution function of symmetric pairs
- scientific article; zbMATH DE number 3965202 (Why is no real title available?)
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- Testing for symmetries in multivariate inverse problems
- Testing symmetry of an unknown density function by kernel method
- scientific article; zbMATH DE number 1064640 (Why is no real title available?)
- Data analysis for heavy tailed multivariate samples
- scientific article; zbMATH DE number 2075226 (Why is no real title available?)
- scientific article; zbMATH DE number 1552506 (Why is no real title available?)
- A test for symmetries of multivariate probability distributions
- Depth-based runs tests for bivariate central symmetry
- On improved volatility modelling by fitting skewness in ARCH models
- Testing symmetry for additive distortion measurement errors data
- Some count-based nonparametric tests for circular symmetry of a bivariate distribution
- Assessing normality of high-dimensional data
- Testing for symmetry in multivariate distributions
- A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
- The distribution of the sample variance of the global minimum variance portfolio in elliptical models
- A depth test for symmetry
- On Robust and Efficient Estimation of the Center of Symmetry
- Testing for central symmetry and symmetry about an axis
- Testing bivariate symmetry
- A symmetry test for functional data via the empirical characteristic functional
- A statistic for testing the null hypothesis of elliptical symmetry
- A KL-divergence-based test for elliptical distribution
- A test for the weights of the global minimum variance portfolio in an elliptical model
- Multivariate symmetry via projection pursuit
- Testing for central symmetry
- Testing for ellipsoidal symmetry: a comparison study
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