A test for elliptical symmetry
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Batsidis, Apostolos & Zografos, Konstantinos, 2013. "A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 91-105.
- Sakhanenko, Lyudmila, 2008. "Testing for ellipsoidal symmetry: A comparison study," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 565-581, December.
- Francq, C. & Jiménez-Gamero, M.D. & Meintanis, S.G., 2017. "Tests for conditional ellipticity in multivariate GARCH models," Journal of Econometrics, Elsevier, vol. 196(2), pages 305-319.
- Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. III," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 24(4), pages 100-130.
- Mark Flood & George Korenko, 2013. "Systematic Scenario Selection," Working Papers 13-02, Office of Financial Research, US Department of the Treasury.
- 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.
- Penikas, H., 2010. "Financial Applications of Copula-Models," Journal of the New Economic Association, New Economic Association, issue 7, pages 24-44.
More about this item
KeywordsElliptically contoured distribution Multivariate normality Chi-square test Bootstrap approximation;
StatisticsAccess and download statistics
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