摘要
In this paper, we propose a new approach to the test of elliptical symmetry based on theprojection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. Thelimiting null distributions of the new statistics are derived. The powers of the tests against sixalternatives are calculated by simulation, which shows that the new t.st's are acceptable.
In this paper, we propose a new approach to the test of elliptical symmetry based on theprojection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. Thelimiting null distributions of the new statistics are derived. The powers of the tests against sixalternatives are calculated by simulation, which shows that the new t.st's are acceptable.
