• Title of article

    Testing for Spherical Symmetry of a Multivariate Distribution

  • Author/Authors

    Koltchinskii، نويسنده , , V.I. and Li، نويسنده , , Lang، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1998
  • Pages
    17
  • From page
    228
  • To page
    244
  • Abstract
    We consider a test for spherical symmetry of a distribution in Rdwith an unknown center. It is a multivariate version of the tests suggested by Schuster and Barker and by Arcones and Giné. The test statistic is based on the multivariate extension of the distribution and quantile functions, recently introduced by Koltchinskii and Dudley and by Chaudhuri. We study the asymptotic behavior of the sequence of test statistics for large samples and for a fixed spherically asymmetric alternative as well as for a sequence of local alternatives converging to a spherically symmetric distribution. We also study numerically the performance of the test for moderate sample sizes and justify a symmetrized version of bootstrap approximation of the distribution of test statistics.
  • Keywords
    measure of asymmetry of probability distribution , Spherical symmetry , empirical processes , symmetrized bootstrap , VC-subgraph classes
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1998
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557505