A statistic for testing the null hypothesis of elliptical symmetry

DOI10.1006/jmva.2001.2007zbMath1011.62046OpenAlexW1969885665MaRDI QIDQ697459

Adolfo J. Quiroz, Francisco Perez jun., Alessandro Manzotti

Publication date: 17 September 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2007

zbMATH Keywords

spherical harmonicsquadratic formsempirical processeselliptically contoured distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Related Items (19)

Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues ⋮ Dimension-wise scaled normal mixtures with application to finance and biometry ⋮ Copula Structure Analysis ⋮ A test for elliptical symmetry ⋮ Nonlinear Extraction of Independent Components of Natural Images Using Radial Gaussianization ⋮ Testing for spherical and elliptical symmetry ⋮ 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 ⋮ Tests for conditional ellipticity in multivariate GARCH models ⋮ A semi-parametric approach to risk management ⋮ Testing for ellipsoidal symmetry: a comparison study ⋮ Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition ⋮ Modelling and Prediction of Financial Time Series ⋮ Extreme behavior of bivariate elliptical distributions ⋮ 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 ⋮ Single-index modelling of conditional probabilities in two-way contingency tables ⋮ Estimating the tail-dependence coefficient: properties and pitfalls

Cites Work

• On the theory of elliptically contoured distributions
• Testing for ellipsoidal symmetry of a multivariate density
• Testing of spherical symmetry of a multivariate distribution.
• On nonparametric tests for symmetry in \(R^ m\)
• Estimation of a multivariate Box-Cox transformation to elliptical symmetry via the empirical characteristic function
• Testing multivariate symmetry
• Testing for spherical symmetry of a multivariate distribution
• A necessary test of goodness of fit for sphericity
• Spherical harmonics
• Some new tests for multivariate normality
• A chi-squabe statistic for goodies-of-fit tests within the exponential family
• Plotting squared radii
• Uniform Central Limit Theorems
• Spherical harmonics in quadratic forms for testing multivariate normality
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