Description Usage Arguments Value Background References Examples
Test for elliptical symmetry.
1  Schott(X)

X 
A numeric matrix. 
An object of class "htest"
containing the following components:

The value of the test statistic. 

The pvalue of the test. 

A character string describing the alternative hypothesis. 

A character string indicating what type of test was performed. 
A Waldtype test for elliptical symmetry based on fourth moments. It compares the sample fourth moments with the expected theoretical ones under ellipticity. Being based on fourthorder moments, the test is very simple to use but requires moments of order 8. It has an asymptotic chisquared distribution under the null hypothesis of ellipticity.
Schott, James R., (2002). Testing for elliptical symmetry in covariancematrixbased analyses. Statistics & Probability Letters, 60(4), 395404.
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