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
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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.
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On the Asymptotic L1-PC of Elliptical Distributions
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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.
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- 2023
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