A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Boente, Graciela & Salibián Barrera, Matías & Tyler, David E., 2014. "A characterization of elliptical distributions and some optimality properties of principal components for functional data," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 254-264.
- Iwashita, Toshiya & Klar, Bernhard, 2014. "The joint distribution of Studentized residuals under elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 128(C), pages 203-209.
More about this item
KeywordsSong’s measure; Multivariate normality; Monte Carlo study; Elliptic distributions;
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