Optimal tests for elliptical symmetry: specified and unspecified location
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Keywords
Elliptical Symmetry; Local Asymptotic normality; Maximin tests; Multivariate skewness; semiparametric inference; skew-elliptical densities;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-11-25 (Econometrics)
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