Conditional tests for elliptical symmetry
| Autor: | Georg Neuhaus, Lixing Zhu |
|---|---|
| Rok vydání: | 2003 |
| Předmět: |
Statistics and Probability
Numerical Analysis Multivariate normal distribution Empirical process Conditional probability distribution Validity of test symbols.namesake Cramér–von Mises criterion Calculus symbols Conditional test Elliptical symmetry Probability distribution Symmetric matrix Applied mathematics Statistics Probability and Uncertainty Elliptical distribution Gaussian process Equivalence (measure theory) Mathematics |
| Zdroj: | Journal of Multivariate Analysis. 84:284-298 |
| ISSN: | 0047-259X |
| DOI: | 10.1016/s0047-259x(02)00036-2 |
| Popis: | In this paper, we suggest the conditional test procedures for testing elliptical symmetry of multivariate distribution. The conditional tests are exactly valid if the symmetric center and the shape matrix are given and are asymptotically valid if they are unknowns to be estimated. The equivalence, in the large sample sense, between the conditional tests and their unconditional counterparts is established. The power behavior of the tests under global as well as local alternatives is investigated theoretically. A small simulation study is performed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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