Testing for ellipsoidal symmetry: a comparison study

DOI10.1016/j.csda.2008.08.029zbMath1301.62056OpenAlexW2014163238MaRDI QIDQ961151

Lyudmila Sakhanenko

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.029

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (9)

Moments of truncated normal/independent distributions ⋮ The risk of tensor Stein-rules in elliptically contoured distributions ⋮ The bias and risk functions of some Stein-rules in elliptically contoured distributions ⋮ Testing for spherical and elliptical symmetry ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Tests for conditional ellipticity in multivariate GARCH models ⋮ A necessary power divergence-type family of tests for testing elliptical symmetry ⋮ Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data ⋮ Testing a Multivariate Distribution for Generalized Skew Ellipticity

Cites Work

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• Bootstrap and randomization tests of some nonparametric hypotheses
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• Necessary conditions for the CAPM
• Chirality and symmetry measures: a transdisciplinary review
• Testing multivariate symmetry
• Testing for spherical symmetry of a multivariate distribution
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
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