McMaster University

Graduate Program in Statistics



STATISTICS SEMINAR



SPEAKER:
Adolfo Quiroz,
Department of Scientific Computing and Statistics
Simon Bolivar University, Venezuala
Date :Wednesday October 10, 2001.
Time : 3:30pm
Address General Science Building
Room: 207
TITLE:
Use of Spherical Harmonics in Testing for Elliptical Symmetry.
ABSTRACT:
Spherical Harmonics have been succesfully used in statistical procedures for testing multivariate normality (Quiroz and Dudley, 1991, Manzotti and Quiroz, 2001). The purpose of this talk is to explain how these polynomials can be used in tests for the composite, infinite dimensional null hypothesis of elliptical symmetry, for which few testing procedures exist. A nice feature of the method is that the statistics obtained have an exact limiting chi-squared distribution (independently of the particular parametric family to which the data belong within the elliptically symmetric distributions), and, as our simulations show, the finite sample quantiles converge rather rapidly to their limiting values. We evaluate, in simulations, the power of one of the statistics presented against different forms of departure from the null hypothesis in the bivariate setting.
About the Speaker
Dr. Quiroz is currently visiting McMaster from Simon Bolivar University in Caracas, Venezuala. He received his Ph.D. from MIT in 1986 under the direction of Richard M. Dudley and then held a postdoctoral position at Bell Communications Research for two years. Since then he has worked at Simon Bolivar Univeristy. His main research interests lie in statistical applications of empirical processes and methods of graph theory in statistics.
References


Department of Mathematics and Statistics
Graduate Program in Statistics

This page is maintained by Angelo Canty,
Last updated on September 20, 2001