ELLIPTICITY: Stata module to compute optimal rank-based multivariate tests of elliptical symmetry and sphericity

Vincenzo Verardi and Catherine Vermandele

Statistical Software Components from Boston College Department of Economics

Abstract: ellipticity performs a multivariate elliptical symmetry test using a semiparametrically efficient optimal (under gaussianity) rank-based procedure as proposed by Cassart (2007).

Language: Stata
Requires: Stata version 10 and smultiv from SJ 12:2 (q.v.)
Keywords: elliptical symmetry; sphericity (search for similar items in EconPapers)
Date: 2013-03-17, Revised 2021-02-13
Note: This module should be installed from within Stata by typing "ssc install ellipticity". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/e/ellipticity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/ellipticity.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457614

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