Testing for spherical and elliptical symmetry. (English) Zbl 1450.62054
The Kolmogorov-Smirnov test is employed to design the novel testing procedures for spherical and elliptical symmetry. The proposed approach uses moment equations. Numerical experiments demonstrate that the new procedure works well under both the null and alternative hypotheses. The type I error for the bootstrap test is investigated for spherically symmetric distributions as well as for the bootstrap test for elliptical symmetry.
Reviewer: Denis Sidorov (Irkutsk)
MSC:
| 62H15 | Hypothesis testing in multivariate analysis |
| 62H10 | Multivariate distribution of statistics |
Keywords:
bootstrap; elliptical symmetry; empirical process; Kolmogorov-Smirnov test; spherical symmetrySoftware:
sipackReferences:
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