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

DOI

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.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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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  - Proceedings of the 2015 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  - 10.2991/icecee-15.2015.192
ID  - Su2015/06
ER  -