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Volumn 88, Issue 2, 2004, Pages 222-242

Testing for affine equivalence of elliptically symmetric distributions

Author keywords

Affine equivalence; Affine invariance; Elliptically symmetric distributions; Empirical characteristic function; Multivariate two sample problem

Indexed keywords


EID: 0347592619     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00101-5     Document Type: Article
Times cited : (8)

References (7)
  • 1
    • 0001912663 scopus 로고
    • Two-sample test statistics for measuring discrepancies between two multivariate-probability density functions using kernel-based density estimates
    • H.H. Anderson, P. Hall, D.M. Titterington, Two-sample test statistics for measuring discrepancies between two multivariate-probability density functions using kernel-based density estimates, J. Multivariate Anal. 50 (1994) 41-54.
    • (1994) J. Multivariate Anal. , vol.50 , pp. 41-54
    • Anderson, H.H.1    Hall, P.2    Titterington, D.M.3
  • 2
    • 0000158808 scopus 로고
    • The non-singularity of generalized sample covariance matrices
    • M.L. Eaton, M.D. Perlman, The non-singularity of generalized sample covariance matrices, Ann. Statist. 1 (1973) 710-717.
    • (1973) Ann. Statist. , vol.1 , pp. 710-717
    • Eaton, M.L.1    Perlman, M.D.2
  • 3
    • 0001623560 scopus 로고
    • A test for normality based on the empirical characteristic function
    • T.W. Epps, L.B. Pulley, A test for normality based on the empirical characteristic function, Biometrika 70 (1983) 723-726.
    • (1983) Biometrika , vol.70 , pp. 723-726
    • Epps, T.W.1    Pulley, L.B.2
  • 5
    • 0031185197 scopus 로고    scopus 로고
    • A new approach to the BHEP tests for multivariate normality
    • N. Henze, Th. Wagner, A new approach to the BHEP tests for multivariate normality, J. Multivariate Anal. 62 (1) (1997) 1-23.
    • (1997) J. Multivariate Anal. , vol.62 , Issue.1 , pp. 1-23
    • Henze, N.1    Wagner, Th.2
  • 7
    • 0003477730 scopus 로고
    • Smooth Tests of Goodness of Fit
    • Oxford University Press, New York
    • J. Rayner, D. Best, Smooth Tests of Goodness of Fit, Oxford University Press, New York, 1989.
    • (1989)
    • Rayner, J.1    Best, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.