Dear all,
Do you know if there exists a way to "measure" de degree of "non-ellipticity" in a cloud of points. For instance, if you have 1000 draws in dimension d, is there any measure (statistic) which indicates if the cloud of points is elliptical or not (i.e., has been generated from an elliptical distribution). If yes, is it implemented in R?
Thanks for your answer,
David

	[[alternative HTML version deleted]]

