INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Conditional tests for elliptical symmetry using robust estimators
Autor/es:
BIANCO, ANA; BOENTE, GRACIELA; RODRIGUES, ISABEL
Revista:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Editorial:
TAYLOR & FRANCIS INC
Referencias:
Lugar: Londres; Año: 2017 vol. 46 p. 1744 - 1765
ISSN:
0361-0926
Resumen:
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 behaviour under the null hypothesis and under special alternatives. Numerical experiments allow to compare the behaviour of the tests based on the sample mean and covariance matrix with that based on robust estimators, under various elliptical distributions and dierent alternatives. We also provide a numerical comparison with other competing tests.