Smooth test for elliptical symmetry | IEEE Conference Publication | IEEE Xplore

Smooth test for elliptical symmetry


Abstract:

In this paper, we suggest the smooth test procedures for testing the hypothesis of elliptical symmetry. The test statistic is constructed by using the Cholesky decomposit...Show More

Abstract:

In this paper, we suggest the smooth test procedures for testing the hypothesis of elliptical symmetry. The test statistic is constructed by using the Cholesky decomposition and spherical harmonics. The asymptotic null distributions of the transformed samples are obtained, and a bootstrapping algorithm is given to approximate the critical values of the test statistic for a wide range of sample sizes. We also introduce the method for testing the multivariate distributions within the subclasses of elliptically symmetric distributions. An example is given to illustrate the goodness-of-fit test for multivariate t-distributions.
Date of Conference: 15-17 July 2012
Date Added to IEEE Xplore: 24 November 2012
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Conference Location: Xi'an, China

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