Kernel-Embedding-of-Probability Test for Elliptical Distribution
Kernel embedding of probability test for elliptical distribution
KEPTED: Kernel-Embedding-of-Probability Test for Elliptical Distributi...
Provides an implementation of a kernel-embedding of probability test f...
Gaussian kernel computation
Product-type Inverse-Quadratic (PIQ) kernel computation
Polar to rectangular coordinates
Derivative of the polar coordinate transformation
Rectangular to polar coordinates
Provides an implementation of a kernel-embedding of probability test for elliptical distribution. This is an asymptotic test for elliptical distribution under general alternatives, and the location and shape parameters are assumed to be unknown. Some side-products are posted, including the transformation between rectangular and polar coordinates and two product-type kernel functions. See Tang and Li (2024) <doi:10.48550/arXiv.2306.10594> for details.