Details of Research Outputs

The test of spherical symmetry of a multivariate distribution plays an important role in high-dimensional data analysis and has attracted more and more attention. Several tests have been suggested for past years. In this paper, we propose a new test, the so-called projection NT-type test which is consistent against any fixed alternative and is easy to be computed. The limit distribution of the test statistics is obtained. Simulations and examples in the paper show that the proposed test is powerful. It can be seen that our approach could be similarly applied to many projection pursuit tests.