A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures

Kaitai Fang; Runze Li; Lixing Zhu

doi:10.1007/bf02677412

A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures

Kaitai Fang
, Runze Li
, Lixing Zhu

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

In this paper, we propose a new approach to the test of elliptical symmetry based on the projection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. The limiting null distributions of the new statistics are derived. The powers of the tests against six alternatives are calculated by simulation, which shows that the new tests are acceptable.

Original language	English (US)
Pages (from-to)	314-323
Number of pages	10
Journal	Acta Mathematicae Applicatae Sinica
Volume	14
Issue number	3
DOIs	https://doi.org/10.1007/bf02677412
State	Published - 1998

All Science Journal Classification (ASJC) codes

Applied Mathematics

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10.1007/bf02677412

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title = "A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures",

abstract = "In this paper, we propose a new approach to the test of elliptical symmetry based on the projection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. The limiting null distributions of the new statistics are derived. The powers of the tests against six alternatives are calculated by simulation, which shows that the new tests are acceptable.",

author = "Kaitai Fang and Runze Li and Lixing Zhu",

note = "Funding Information: Received July 4, 1995. Revised December 12, 1996. * This work is supported by a Hong Kong UGC grant, the Statistics Research and Consultancy Unit of Hong Kong Baptist University, and the National Natural Science Foundation of China.",

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AU - Li, Runze

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Y1 - 1998

N2 - In this paper, we propose a new approach to the test of elliptical symmetry based on the projection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. The limiting null distributions of the new statistics are derived. The powers of the tests against six alternatives are calculated by simulation, which shows that the new tests are acceptable.

AB - In this paper, we propose a new approach to the test of elliptical symmetry based on the projection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. The limiting null distributions of the new statistics are derived. The powers of the tests against six alternatives are calculated by simulation, which shows that the new tests are acceptable.

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A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures

Abstract

All Science Journal Classification (ASJC) codes

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