发表状态 | 已发表Published |
题名 | A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures |
作者 | |
发表日期 | 1998 |
发表期刊 | Acta Mathematicae Applicatae Sinica
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ISSN/eISSN | 0168-9673 |
卷号 | 14期号:3页码:314-323 |
摘要 | In this paper, we propose a new approach to the test of elliptical symmetry based on the projection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. The limiting null distributions of the new statistics are derived. The powers of the tests against six alternatives are calculated by simulation, which shows that the new tests are acceptable. |
关键词 | Kurtosis Number theoretic method Projection pursuit Skewness Test of elliptical symmetry Union-intersection principle |
DOI | 10.1007/bf02677412 |
URL | 查看来源 |
语种 | 英语English |
Scopus入藏号 | 2-s2.0-54749108028 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/2506 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Department of Mathematics, Hong Kong Baptist University, Hong Kong 2.Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China 3.Department of Statistics, University of North Carolina, Chapel Hill, NC 27599-3260, United States |
推荐引用方式 GB/T 7714 | Fang, Kaitai,Li, Runze,Zhu, Lixing. A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures[J]. Acta Mathematicae Applicatae Sinica, 1998, 14(3): 314-323. |
APA | Fang, Kaitai, Li, Runze, & Zhu, Lixing. (1998). A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures. Acta Mathematicae Applicatae Sinica, 14(3), 314-323. |
MLA | Fang, Kaitai,et al."A projection nt-type test of elliptical symmetry based on the skewness and kurtosis measures". Acta Mathematicae Applicatae Sinica 14.3(1998): 314-323. |
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