Proceedings of the 2015 International Conference on Electrical, Computer Engineering and Electronics

Testing for elliptical symmetry of errors in the multivariate linear regression model

Authors
Yan Su, Shaoyue Kang
Corresponding Author
Yan Su
Available Online June 2015.
DOI
https://doi.org/10.2991/icecee-15.2015.192How to use a DOI?
Keywords
Linear model; Errors; Elliptical symmetry; Goodness-of-fit; Bootstrap approximation
Abstract
This paper presents a characteristic test for testing the elliptical distribution of the errors in the multivariate linear regression model. We obtain the asymptotic spherical distribution of the transformed residuals of the regression model under the null hypothesis. Based on bootstrap approximation, an algorithm is given to estimate the critical values of the test. The test statistic possesses symmetry and then the test power can be enhanced. The test is practical to implement for arbitrary dimension of the errors.
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This is an open access article distributed under the CC BY-NC license.

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Proceedings
2015 2nd International Conference on Electrical, Computer Engineering and Electronics
Part of series
Advances in Computer Science Research
Publication Date
June 2015
ISBN
978-94-62520-81-3
ISSN
2352-538X
DOI
https://doi.org/10.2991/icecee-15.2015.192How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Yan Su
AU  - Shaoyue Kang
PY  - 2015/06
DA  - 2015/06
TI  - Testing for elliptical symmetry of errors in the multivariate linear regression model
BT  - 2015 2nd International Conference on Electrical, Computer Engineering and Electronics
PB  - Atlantis Press
SP  - 1014
EP  - 1019
SN  - 2352-538X
UR  - https://doi.org/10.2991/icecee-15.2015.192
DO  - https://doi.org/10.2991/icecee-15.2015.192
ID  - Su2015/06
ER  -