Testing for Spherical Symmetry of a Multivariate Distribution
We consider a test for spherical symmetry of a distribution in dwith an unknown center. It is a multivariate version of the tests suggested by Schuster and Barker and by Arcones and Giné. The test statistic is based on the multivariate extension of the distribution and quantile functions, recently introduced by Koltchinskii and Dudley and by Chaudhuri. We study the asymptotic behavior of the sequence of test statistics for large samples and for a fixed spherically asymmetric alternative as well as for a sequence of local alternatives converging to a spherically symmetric distribution. We also study numerically the performance of the test for moderate sample sizes and justify a symmetrized version of bootstrap approximation of the distribution of test statistics.
Year of publication: |
1998
|
---|---|
Authors: | Koltchinskii, V. I. ; Li, Lang |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 65.1998, 2, p. 228-244
|
Publisher: |
Elsevier |
Subject: | empirical processes | measure of asymmetry of probability distribution | spherical symmetry | symmetrized bootstrap | VC-subgraph classes |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Testing for bivariate spherical symmetry
Einmahl, John, (2012)
-
Fourdrinier, Dominique, (2014)
-
Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
Cacoullos, T., (2014)
- More ...
Similar items by person