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Semiparametrically efficient rank-based inference for shape I. optimal rank-based tests for sphericity
Elliptical densities shape matrix multivariate ranks and signs tests for sphericity local asymptotic normality
2010/4/30
We propose a class of rank-based procedures for testing that the
shape matrix V of an elliptical distribution (with unspecified center
of symmetry, scale and radial density) has some fixed value V0;...