Invariant scale matrix hypothesis tests under elliptical symmetry
β Scribed by M.A. Chmielewski
- Book ID
- 107880090
- Publisher
- Elsevier Science
- Year
- 1980
- Tongue
- English
- Weight
- 420 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0047-259X
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π SIMILAR VOLUMES
We present and study a procedure for testing the null hypothesis of multivariate elliptical symmetry. The procedure is based on the averages of some spherical harmonics over the projections of the scaled residual (1978, N. J. H. Small, Biometrika 65, 657-658) of the d-dimensional data on the unit sp
Many normal-theory test procedures for covariance matrices remain valid outside the family of normal distributions if the matrix of fourth-order moments has structure similar to that of a normal distribution. In particular, for elliptical distributions this matrix of fourth-order moments is a scalar