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Testing Symmetric Properties of Distributions

โœ Scribed by Valiant, Paul

Book ID
118161900
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Tongue
English
Weight
515 KB
Volume
40
Category
Article
ISSN
0097-5397

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Testing for affine equivalence of ellipt
Testing for affine equivalence of elliptically symmetric distributions
โœ A.K. Gupta; N. Henze; B. Klar ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 238 KB

Let X and Y be d-dimensional random vectors having elliptically symmetric distributions. Call X and Y affinely equivalent if Y has the same distribution as AX รพ b for some nonsingular d ร‚ d-matrix A and some bAR d : This paper studies a class of affine invariant tests for affine equivalence under ce