Conditional tests for elliptical symmetry. (English) Zbl 1014.62066
Summary: We suggest conditional test procedures for testing elliptical symmetry of multivariate distributions. The conditional tests are exactly valid if the symmetric center and the shape matrix are given and are asymptotically valid if they are unknowns to be estimated. The equivalence, in the large sample sense, between the conditional tests and their unconditional counterparts is established. The power behavior of the tests under global as well as local alternatives is investigated theoretically. A small simulation study is performed.
MSC:
| 62H15 | Hypothesis testing in multivariate analysis |
| 62G10 | Nonparametric hypothesis testing |
| 62G20 | Asymptotic properties of nonparametric inference |
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