Conditional tests for elliptical symmetry

DOI10.1016/S0047-259X(02)00036-2zbMath1014.62066MaRDI QIDQ1873111

Georg Neuhaus, Li Xing Zhu

Publication date: 19 May 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

empirical processelliptical symmetryconditional testvalidity of test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Related Items (15)

Conditional tests for elliptical symmetry ⋮ A test for elliptical symmetry ⋮ Testing for spherical symmetry via the empirical characteristic function ⋮ Developing and evaluating risk prediction models with panel current status data ⋮ A characterization of elliptical distributions and some optimality properties of principal components for functional data ⋮ Conditional tests for elliptical symmetry using robust estimators ⋮ A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition ⋮ Diagnostic Procedures for Spherically Symmetric Distributions ⋮ Robust tests for the common principal components model ⋮ Pairwise distance-based tests for conditional symmetry ⋮ A test for the weights of the global minimum variance portfolio in an elliptical model ⋮ A necessary power divergence-type family of tests for testing elliptical symmetry ⋮ Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate

Cites Work

• Multivariate symmetry via projection pursuit
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Robust tests for spherical symmetry
• Testing for ellipsoidal symmetry of a multivariate density
• Bootstrap and randomization tests of some nonparametric hypotheses
• Conditional tests for elliptical symmetry
• Testing for spherical symmetry of a multivariate distribution
• A necessary test of goodness of fit for sphericity
• Exploratory Projection Pursuit
• Sliced Inverse Regression for Dimension Reduction
• Applications of empirical characteristic functions in some multivariate problems
• Miscellanea. Stochastic simulations conditioned on sufficient statistics
• A test for symmetries of multivariate probability distributions
• Convergence of stochastic processes
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