We consider a test for spherical symmetry of a distribution in R d with an unknown center. It is a multivariate version of the tests suggested by Schuster and Barker and by Arcones and Gine . The test statistic is based on the multivariate extension of the distribution and quantile functions, recent
On the admissibility of stable spherical multivariate tests
✍ Scribed by Ekkehard Glimm; Jürgen Läuter
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 181 KB
- Volume
- 86
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
A new method is developed for estimating the spectral measure of a multivariate stable probability measure, by representing the measure as a sum of spherical harmonics.
In this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariate t distributions, relative e
Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of Marcinkiewicz.