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A necessary test of fit of specific elliptical distributions based on an estimator of Song’s measure
Batsidis, Apostolos
;
Zografos, Konstantinos
- In:
Journal of Multivariate Analysis
113
(
2013
)
C
,
pp. 91-105
distributions. Moreover, a
Monte
Carlo
study
is carried out on the performance of the test statistic as a necessary test of fit of …
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