A goodness-of-fit test for elliptical distributions with diagnostic capabilities
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DOI: 10.1016/j.jmva.2020.104602
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References listed on IDEAS
- Gilles R. Ducharme & Walid Al Akhras, 2016. "Tree based diagnostic procedures following a smooth test of goodness-of-fit," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(8), pages 971-989, November.
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Cited by:
- Makigusa, Natsumi & Naito, Kanta, 2020. "Asymptotics and practical aspects of testing normality with kernel methods," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
- Chen, Feifei & Jiménez–Gamero, M. Dolores & Meintanis, Simos & Zhu, Lixing, 2022. "A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families," Computational Statistics & Data Analysis, Elsevier, vol. 175(C).
- Fraiman, Ricardo & Moreno, Leonardo & Ransford, Thomas, 2023. "A Cramér–Wold theorem for elliptical distributions," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
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Keywords
Diagnostic information; Elliptical distribution; Multivariate Laplace distribution; Multivariate logistic distribution; Multivariate normal distribution; Smooth goodness-of-fit test;All these keywords.
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