Testing for elliptical symmetry in covariance matrix based analyses.

DOI10.1016/S0167-7152(02)00306-1zbMath1045.62051MaRDI QIDQ1871353

James R. Schott

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Wald statisticElliptical distributionMatrix of fourth-order moments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cites Work

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• The commutation matrix: Some properties and applications
• Testing for ellipsoidal symmetry of a multivariate density
• Testing for spherical symmetry of a multivariate distribution
• A necessary test of goodness of fit for sphericity
• Robustness and efficiency properties of scatter matrices
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Generalized Inverses, Wald's Method, and the Construction of Chi-Squared Tests of Fit

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