Testing for elliptical symmetry of errors in the multivariate linear regression model
Yan Su, Shaoyue Kang
Available Online June 2015.
- https://doi.org/10.2991/icecee-15.2015.192How to use a DOI?
- Linear model; Errors; Elliptical symmetry; Goodness-of-fit; Bootstrap approximation
- 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.
- 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 -