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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
ISSN/eISSN0168-9673
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
DOI10.1007/bf02677412
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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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