Rz. Li et al., SOME Q-Q PROBABILITY PLOTS TO TEST SPHERICAL AND ELLIPTIC SYMMETRY, Journal of computational and graphical statistics, 6(4), 1997, pp. 435-450
This article proposes some probability plots are proposed to test sphe
rical and elliptical symmetry in terms of some invariant statistics un
der orthogonal transformations. Some correlation coefficients as numer
ical measures of detecting deviation from spherical or elliptical symm
etry are recommended, and the empirical percentiles of these correlati
on coefficients are calculated by simulation. The simulation results f
or data sets from 12 different populations show that the new plots are
useful for testing spherical and elliptical symmetry. Some discussion
is given also.