This paper presents a family of power divergence-type test statistics for testing the hypothesis of elliptical symmetry. We assess the performance of the new family of test statistics, using Monte Carlo simulation. In this context, the type I error rate as well as the power of the tests are studied. Specifically, for selected alternatives, we compare the power of the proposed procedure with that proposed by Schott [Testing for elliptical symmetry in covariance-matrix-based analyses, Stat. Probab. Lett. 60 (2002), pp. 395–404]. This last test statistic is an easily computed one with a tractable null distribution and very good power for various alternatives, as it has established in previous published simulations studies [F. Huffer and C. Park, A test for elliptical symmetry, J. Multivariate Anal. 98 (2007), pp. 256–281; L. Sakhanenko, Testing for ellipsoidal symmetry: A comparison study, Comput. Stat. Data Anal. 53 (2008), pp. 565–581]. Finally, a well-known real data set is used to illustrate the method developed in this paper.
1 January 2013 in Journal of Multivariate Analysis
A new method for generating new classes of distributions based on the probability-generating function is presented in Aly and Benkherouf [A new family of distributions based on probability generating functions. Sankhya B. 2011;73:70–80]. In particular, they focused their interest to the so-called Harris extended family of distributions. In this paper, we provide several general results regarding the Harris extended models such as the general behaviour of the failure rate function. We also derive a very useful representation for the Harris extended density function as an absolutely convergent power series of the survival function of the baseline distribution. Additionally, some stochastic order relations are established and limiting distributions of sample extremes are also considered for this model. These general results are illustrated in several special Harris extended models. Finally, we discuss estimation of the model parameters by the method of maximum likelihood and provide an application to real data for illustrative purposes.
9 October 2014 in Annals of the Institute of Statistical Mathematics