Browsing by Subject "Spherical symmetry"

Now showing items 1-2 of 2

    • Self-consistency-based tests for bivariate distributions 

      Einbeck, Jochen; Meintanis, Simos (Taylor & Francis, 2017)
      A novel family of tests based on the self–consistency property is developed. Our developments can be motivated by the well-known fact that a two–dimensional spherically symmetric distribution X is self–consistent with ...

    • Tests for conditional ellipticity in multivariate GARCH models 

      Francq, C.; Meintanis, S.G.; Jiménez-Gamero, M.D. (Elsevier, 2017)
      Tests are proposed for the assumption that the conditional distribution of a multivariate GARCH process is elliptic. These tests are of Kolmogorov–Smirnov and Cramér–von Mises-type and make use of the common geometry ...