Optimal tests for elliptical symmetry: specified and unspecified location
暂无分享,去创建一个
[1] Christophe Ley. When the score function is the identity function - A tale of characterizations of the normal distribution , 2020 .
[2] Florence Forbes,et al. Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering , 2015, Comput. Stat. Data Anal..
[3] Pauliina Ilmonen,et al. Multivariate Hill Estimators , 2015 .
[4] D. Paindaveine,et al. Efficient R-Estimation of Principal and Common Principal Components , 2014 .
[5] Christophe Ley,et al. Skew-Symmetric Distributions and Fisher Information the double sin of the skew-normal , 2012, 1209.4177.
[6] D. Paindaveine,et al. Optimal rank-based tests for common principal components , 2013 .
[7] Christophe Ley,et al. Depth-based runs tests for bivariate central symmetry , 2012 .
[8] Christophe Ley,et al. Skew-symmetric distributions and Fisher information -- a tale of two densities , 2012, 1207.0282.
[9] D. Vogel,et al. Elliptical graphical modelling , 2011, 1506.04321.
[10] Thomas Verdebout,et al. OPTIMAL RANK-BASED TESTING FOR PRINCIPAL COMPONENTS , 2010, 1211.2117.
[11] D. Paindaveine,et al. Testing for Common Principal Components under Heterokurticity , 2010 .
[12] Christophe Ley,et al. On the singularity of multivariate skew-symmetric models , 2010, J. Multivar. Anal..
[13] M. C. Jones,et al. Sinh-arcsinh distributions , 2009 .
[14] Marc Hallin,et al. Optimal tests for homogeneity of covariance, scale, and shape , 2009, J. Multivar. Anal..
[15] Marco J. Lombardi,et al. Indirect Estimation of Elliptical Stable Distributions , 2007, Comput. Stat. Data Anal..
[16] Lyudmila Sakhanenko,et al. Testing for ellipsoidal symmetry: A comparison study , 2008, Comput. Stat. Data Anal..
[17] Optimal detection of Fechner-asymmetry , 2008 .
[18] Marc Hallin,et al. Optimal rank-based tests for homogeneity of scatter , 2008, 0806.2963.
[19] Joseph P. Romano,et al. Testing Statistical Hypotheses, Third Edition , 2008, Springer texts in statistics.
[20] Optimal tests for symmetry , 2007 .
[21] Cheolyong Park,et al. A test for elliptical symmetry , 2007 .
[22] D. Paindaveine,et al. SEMIPARAMETRICALLY EFFICIENT RANK-BASED INFERENCE FOR SHAPE II. OPTIMAL R-ESTIMATION OF SHAPE , 2006, 0708.0079.
[23] D. Paindaveine,et al. SEMIPARAMETRICALLY EFFICIENT RANK-BASED INFERENCE FOR SHAPE I. OPTIMAL RANK-BASED TESTS FOR SPHERICITY , 2006, 0707.4621.
[24] R. Serfling. Multivariate Symmetry and Asymmetry , 2006 .
[25] Ananda Sen,et al. Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality , 2005, Technometrics.
[26] M. Genton,et al. Generalized skew-elliptical distributions and their quadratic forms , 2005 .
[27] Marc Hallin,et al. Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors , 2005 .
[28] Eckhard Liebscher,et al. A semiparametric density estimator based on elliptical distributions , 2005 .
[29] D. Paindaveine,et al. Rank-based optimal tests of the adequacy of an elliptic VARMA model , 2004, math/0508603.
[30] Marc Hallin,et al. Multivariate Signed-Rank Tests in Vector Autoregressive Order Identification , 2004 .
[31] Arjun K. Gupta,et al. A multivariate skew normal distribution , 2004 .
[32] A. Azzalini,et al. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.
[33] Lixing Zhu,et al. Conditional tests for elliptical symmetry , 2003 .
[34] Ronald H. Randles,et al. NONPARAMETRIC TESTS FOR THE MULTIVARIATE MULTI-SAMPLE LOCATION PROBLEM , 2003 .
[35] James R. Schott,et al. Testing for elliptical symmetry in covariance-matrix-based analyses , 2002 .
[36] D. Paindaveine,et al. Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence , 2002 .
[37] D. Paindaveine,et al. Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks , 2002 .
[38] A. Quiroz,et al. A Statistic for Testing the Null Hypothesis of Elliptical Symmetry , 2002 .
[39] T. N. Sriram. Asymptotics in Statistics–Some Basic Concepts , 2002 .
[40] D. Dey,et al. A General Class of Multivariate Skew-Elliptical Distributions , 2001 .
[41] Lixing Zhu,et al. Nonparametric Monte Carlo tests for multivariate distributions , 2000 .
[42] O. Linton,et al. Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach , 2000 .
[43] Vladimir Koltchinskii,et al. Testing for Ellipsoidal Symmetry of a Multivariate Distribution , 2000 .
[44] A. Azzalini,et al. Statistical applications of the multivariate skew normal distribution , 2009, 0911.2093.
[45] Cees Diks,et al. A test for symmetries of multivariate probability distributions , 1999 .
[46] Katrien van Driessen,et al. A Fast Algorithm for the Minimum Covariance Determinant Estimator , 1999, Technometrics.
[47] V. Koltchinskii,et al. Testing for Spherical Symmetry of a Multivariate Distribution , 1998 .
[48] Runze Li,et al. Some Q-Q Probability Plots to Test Spherical and Elliptical Symmetry , 1997 .
[49] M. Hallin,et al. Local asymptotic normality of multivariate ARMA processes with a linear trend , 1995, Annals of the Institute of Statistical Mathematics.
[50] Hannu Oja,et al. Multivariate spatial sign and rank methods , 1995 .
[51] Jens-Peter Kreiss. On Adaptive Estimation in Stationary ARMA Processes , 1987 .
[52] David E. Tyler. A Distribution-Free $M$-Estimator of Multivariate Scatter , 1987 .
[53] A. Swensen. The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend , 1985 .
[54] A. Azzalini. A class of distributions which includes the normal ones , 1985 .
[55] P. Rousseeuw. Least Median of Squares Regression , 1984 .
[56] Rudolf Beran,et al. Testing for Ellipsoidal Symmetry of a Multivariate Density , 1979 .
[57] D. Paindaveine. Elliptical Symmetry , 2022 .