Conditional tests for elliptical symmetry using robust estimators

This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions that include elliptical distributions without first moments...

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Detalles Bibliográficos
Autores principales: Bianco, Ana María, Boente, Graciela Lina
Publicado: 2017
Materias:
Bootstrap
conditional test
elliptical symmetry
robust estimation
Statistical tests
Testing
Asymptotic behaviors
Elliptical distributions
Elliptical symmetry
Numerical comparison
Numerical experiments
Robust estimation
Underlying distribution
Covariance matrix
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v46_n4_p1744_Bianco
http://hdl.handle.net/20.500.12110/paper_03610926_v46_n4_p1744_Bianco
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_03610926_v46_n4_p1744_Bianco
record_format dspace
spelling paper:paper_03610926_v46_n4_p1744_Bianco2023-06-08T15:34:54Z Conditional tests for elliptical symmetry using robust estimators Bianco, Ana María Boente, Graciela Lina Bootstrap conditional test elliptical symmetry robust estimation Statistical tests Testing Asymptotic behaviors Bootstrap Elliptical distributions Elliptical symmetry Numerical comparison Numerical experiments Robust estimation Underlying distribution Covariance matrix This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions that include elliptical distributions without first moments, we derive the test statistic asymptotic behavior under the null hypothesis and under special alternatives. Numerical experiments allow to compare the behavior of the tests based on the sample mean and covariance matrix with that based on robust estimators, under various elliptical distributions and different alternatives. We also provide a numerical comparison with other competing tests. © 2017 Taylor & Francis Group, LLC. Fil:Bianco, A.M. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. Fil:Boente, G. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. 2017 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v46_n4_p1744_Bianco http://hdl.handle.net/20.500.12110/paper_03610926_v46_n4_p1744_Bianco
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Bootstrap
conditional test
elliptical symmetry
robust estimation
Statistical tests
Testing
Asymptotic behaviors
Bootstrap
Elliptical distributions
Elliptical symmetry
Numerical comparison
Numerical experiments
Robust estimation
Underlying distribution
Covariance matrix
spellingShingle Bootstrap
conditional test
elliptical symmetry
robust estimation
Statistical tests
Testing
Asymptotic behaviors
Bootstrap
Elliptical distributions
Elliptical symmetry
Numerical comparison
Numerical experiments
Robust estimation
Underlying distribution
Covariance matrix
Bianco, Ana María
Boente, Graciela Lina
Conditional tests for elliptical symmetry using robust estimators
topic_facet Bootstrap
conditional test
elliptical symmetry
robust estimation
Statistical tests
Testing
Asymptotic behaviors
Bootstrap
Elliptical distributions
Elliptical symmetry
Numerical comparison
Numerical experiments
Robust estimation
Underlying distribution
Covariance matrix
description This paper presents a procedure for testing the hypothesis that the underlying distribution of the data is elliptical when using robust location and scatter estimators instead of the sample mean and covariance matrix. Under mild assumptions that include elliptical distributions without first moments, we derive the test statistic asymptotic behavior under the null hypothesis and under special alternatives. Numerical experiments allow to compare the behavior of the tests based on the sample mean and covariance matrix with that based on robust estimators, under various elliptical distributions and different alternatives. We also provide a numerical comparison with other competing tests. © 2017 Taylor & Francis Group, LLC.
author Bianco, Ana María
Boente, Graciela Lina
author_facet Bianco, Ana María
Boente, Graciela Lina
author_sort Bianco, Ana María
title Conditional tests for elliptical symmetry using robust estimators
title_short Conditional tests for elliptical symmetry using robust estimators
title_full Conditional tests for elliptical symmetry using robust estimators
title_fullStr Conditional tests for elliptical symmetry using robust estimators
title_full_unstemmed Conditional tests for elliptical symmetry using robust estimators
title_sort conditional tests for elliptical symmetry using robust estimators
publishDate 2017
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_03610926_v46_n4_p1744_Bianco
http://hdl.handle.net/20.500.12110/paper_03610926_v46_n4_p1744_Bianco
work_keys_str_mv AT biancoanamaria conditionaltestsforellipticalsymmetryusingrobustestimators
AT boentegracielalina conditionaltestsforellipticalsymmetryusingrobustestimators
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