High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866909014431891456 |
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| author | Zhang, Haoran Feng, Long |
| author_facet | Zhang, Haoran Feng, Long |
| contents | We develop high-dimensional goodness-of-fit tests for elliptical models by testing radial--directional independence after affine standardization. The method forms coordinatewise correlations between the log-radius and directional components, using a sum statistic for dense departures, a max statistic for sparse departures, and a Cauchy combination for adaptation. We derive oracle null limits, prove asymptotic independence of the sum and max components under both the null and a balanced local alternative, and establish validity of high-dimensional Hettmansperger--Randles plug-in standardization under explicit perturbation rates. Simulations and data analyses show stable size control, dense--sparse power complementarity, and interpretable coordinate-level diagnostics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_03592 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence Zhang, Haoran Feng, Long Methodology We develop high-dimensional goodness-of-fit tests for elliptical models by testing radial--directional independence after affine standardization. The method forms coordinatewise correlations between the log-radius and directional components, using a sum statistic for dense departures, a max statistic for sparse departures, and a Cauchy combination for adaptation. We derive oracle null limits, prove asymptotic independence of the sum and max components under both the null and a balanced local alternative, and establish validity of high-dimensional Hettmansperger--Randles plug-in standardization under explicit perturbation rates. Simulations and data analyses show stable size control, dense--sparse power complementarity, and interpretable coordinate-level diagnostics. |
| title | High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence |
| topic | Methodology |
| url | https://arxiv.org/abs/2605.03592 |