I understand from Paul Embrechts that Alex McNeil at ETH has splus code
for ellipticity-- I wanted it myself but have been just too busy to
follow it up-- if it exits could you let me know as well.
thanks,
Mark Salmon
>>> "Alex" <adalexad@163.com> 27/10/2003 15:25:09 >>>
Hi all,
Is there any way of running an elliptical distribution test (as far as
I know, based on Beran's 1979 test) in Splus?
Thanks.
BGs,
Alex
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