Conditional tests for elliptical symmetry

Li-Xing Zhu and Georg Neuhaus

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 284-298

Abstract: 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.

Keywords: Conditional; test; Elliptical; symmetry; Empirical; process; Validity; of; test (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (6)

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