Testing for spherical symmetry via the empirical characteristic function

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10282612" target="_blank" >RIV/00216208:11320/14:10282612 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1080/02331888.2013.832764" target="_blank" >http://dx.doi.org/10.1080/02331888.2013.832764</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1080/02331888.2013.832764" target="_blank" >10.1080/02331888.2013.832764</a>

Result language

angličtina

Original language name

Testing for spherical symmetry via the empirical characteristic function

Original language description

Kolmogorov-Smirnov-type and Cramer-von Mises-type goodness-of-fit tests are proposed for the null hypothesis that the distribution of a random vector X is spherically symmetric. The test statistics utilize the fact that X has a spherical symmetric distribution if, and only if, the characteristic function of X is constant over surfaces of spheres centered at the origin. The asymptotic null distribution of the test statistics as well as the consistency of the tests is investigated under general conditions. Since both the finite sample and the asymptotic null distribution depend on the unknown distribution of the Euclidean norm of X, a conditional Monte Carlo procedure is used to actually carry out the tests. Results on the behavior of the test in finite-samples are included along with a real-data example.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GAP201%2F12%2F0083" target="_blank" >GAP201/12/0083: Statistical procedures: Behavior under finite and infinite numbers of observations</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Statistics

ISSN

0233-1888

e-ISSN

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Volume of the periodical

48

Issue of the periodical within the volume

6

Country of publishing house

DE - GERMANY

Number of pages

15

Pages from-to

1282-1296

UT code for WoS article

000343292800006

EID of the result in the Scopus database

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