Kavli Affiliate: Feng Long| Summary: 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, […]
Continue.. High-Dimensional Tests for Elliptical Models via Radial–Directional Dependence