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June, 1991 Testing for Spherical Symmetry of a Multivariate Distribution
Ludwig Baringhaus
Ann. Statist. 19(2): 899-917 (June, 1991). DOI: 10.1214/aos/1176348127

Abstract

Rotationally invariant tests based on test statistics of the von Mises type are proposed under the hypothesis of spherical symmetry of a multivariate distribution. The tests are distribution-free when the hypothesis of spherical symmetry is true. The asymptotic distribution of the test statistics are derived under the null hypothesis and under any fixed alternative. A simple criterion for consistency is given. The results are illustrated by numerous examples of test statistics which give rise to tests being consistent against all alternatives.

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Ludwig Baringhaus. "Testing for Spherical Symmetry of a Multivariate Distribution." Ann. Statist. 19 (2) 899 - 917, June, 1991. https://doi.org/10.1214/aos/1176348127

Information

Published: June, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0725.62053
MathSciNet: MR1105851
Digital Object Identifier: 10.1214/aos/1176348127

Subjects:
Primary: 62E20
Secondary: 33A50, 33A65, 62H15

Rights: Copyright © 1991 Institute of Mathematical Statistics

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Vol.19 • No. 2 • June, 1991
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