Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
From MaRDI portal
Publication:1970741
DOI10.1007/s11766-999-0072-4zbMath0940.62051OpenAlexW2011361766MaRDI QIDQ1970741
Publication date: 17 July 2000
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-999-0072-4
Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Unnamed Item
- Bootstrapping general empirical measures
- Projection pursuit
- Confidence sets for a multivariate distribution
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
- The supremum of Gaussian processes with a constant variance
- Central limit theorems for empirical measures
- Exponential bounds for the uniform deviation of a kind of empirical processes. II
- Testing for spherical symmetry of a multivariate distribution
- A necessary test of goodness of fit for sphericity
- Diffusion in oscillatory pipe flow
- Invariance principles for sums of Banach space valued random elements and empirical processes
- A Cramer Von-Mises Type Statistic for Testing Symmetry
- A Test for Symmetry Using the Sample Distribution Function
This page was built for publication: Tests of elliptical symmetry and the asymptotic tail behavior of the statistics