|
| volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 1 van 29 gevonden artikelen
| Titel: |
A class of invariant consistent tests for multivariate normality |
| Auteur: |
Henze, N. Zirkler, B. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 19 (1990) nr. 10 pagina's 3595-3617 |
| Jaar: |
1990 |
| Inhoud: |
Let [image omitted] be independent identically distributed random vectors in Rdd ≥ 1 , with sample mean X¯n and sample covariance matrix Sn. We present a class of practicable afflne-invariant tests for the composite hypothesis Hd the law of X1 is a non-degenerate normal distribution which are consistent against any fixed non- normal alternative distribution. The test statistic is a weighted integral of the squared modulus of the difference between the empirical characteristic function of the scaled residuals [image omitted] and its pointwise limit [image omitted] under Hd- An alternative representation is given in terms of an L2-distance between densities. The limiting null distribution of the test statistic is obtained. Power performance of the new tests is assessed in a Monte Carlo study. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 1 van 29 gevonden artikelen
| volgende >> |