This paper investigates the problem of testing for the symmetry of linear time series driven by asymmetric innovations. In particular, we examine the performance of alternative symmetry tests when innovations are fat tailed. Among the tests considered, only the test based on the tail estimator...

This paper investigates the problem of testing for the symmetry of linear time series driven by asymmetric innovations. In particular, we examine the performance of alternative symmetry tests when innovations are fat tailed. Among the tests considered, only the test based on the tail estimator...

This paper investigates the problem of testing for the symmetry of linear time series driven by asymmetric innovations. In particular, we examine the performance of alternative symmetry tests when innovations are fat tailed. Among the tests considered, only the test based on the tail estimator...

Principal subspace theorems deal with the problem of finding subspaces supporting optimal approximations of multivariate distributions. The optimality criterion considered in this paper is the minimization of the mean squared distance between the given distribution and an approximating...

When data come from a mixture of two weakly symmetric distributions with different means and proportional covariances, we estimate the best linear discriminant projection with the projection of the standardized data onto the direction of a vector-valued measure of skewness.

In this study a projection pursuit method is used to explore c <Superscript>d</Superscript> (square) contingency table data. The method operates on projection matrices constructed from the contingency tables using affine geometry and creates projections (or marginals) using a Radon transform. The projection matrices and...</superscript>