Elliptical Symmetry Tests in \proglang{R}

The assumption of elliptical symmetry has an important role in many theoretical developments and applications, hence it is of primary importance to be able to test whether that assumption actually holds true or not. Various tests have been proposed in the literature for this problem. To the best of...

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Bibliographic Details
Published inarXiv.org
Main Authors Babić, Slađana, Ley, Christophe, Palangetić, Marko
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 06.04.2021
Subjects
Monte Carlo simulation
Symmetry
Test procedures
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Summary:The assumption of elliptical symmetry has an important role in many theoretical developments and applications, hence it is of primary importance to be able to test whether that assumption actually holds true or not. Various tests have been proposed in the literature for this problem. To the best of our knowledge, none of them has been implemented in R. The focus of this paper is the implementation of several well-known tests for elliptical symmetry together with some recent tests. We demonstrate the testing procedures with a real data example.
ISSN:2331-8422