# A goodness-of-fit test for elliptical distributions with diagnostic capabilities

@article{Ducharme2019AGT, title={A goodness-of-fit test for elliptical distributions with diagnostic capabilities}, author={Gilles R. Ducharme and Pierre Lafaye de Micheaux}, journal={J. Multivar. Anal.}, year={2019}, volume={178}, pages={104602} }

## 8 Citations

### A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families

- MathematicsComput. Stat. Data Anal.
- 2022

### A new set of tools for goodness-of-fit validation

- Computer Science
- 2022

Two new tools to assess the validity of statistical distributions are introduced based on components derived from a new statistical quantity, the comparison curve, and practical examples show how to use these tools to derive principled information about where the model departs from the data.

### Asymptotics and practical aspects of testing normality with kernel methods

- MathematicsJ. Multivar. Anal.
- 2020

### Univariate likelihood projections and characterizations of the multivariate normal distribution

- MathematicsJ. Multivar. Anal.
- 2020

### Ridge estimation in semi-parametric regression models under the stochastic restriction and correlated elliptically contoured errors

- MathematicsJ. Comput. Appl. Math.
- 2020

### On the Asymptotic L1-PC of Elliptical Distributions

- Computer ScienceIEEE Signal Processing Letters
- 2022

It is shown for the first time that, for centered elliptical distributions, as the number of samples increases, the L1-PC tends to the eigenvector of the covariance matrix, just like the standard PC.

### A Cramér–Wold theorem for elliptical distributions

- MathematicsJournal of Multivariate Analysis
- 2023

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