多元偏态正态的平滑检验

Yan Su, Boyuan Zhou
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引用次数: 0

摘要

在单位球表面均匀性光滑检验的基础上,提出了一种新的多元偏正态性检验方法。得到了变换后样本的渐近零分布,并给出了一种估计检验统计量p值的自举算法。利用Anderson-Darling检验,给出了一种检验多元偏正态分布中形状参数是否为零的自举方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Smooth Test for Multivariate Skew-Normality
Based on the smooth test for uniformity on the surface of a unit sphere, a new test for multivariate skew-normality is presented. The asymptotic null distribution of the transformed sample is obtained, and a bootstrapping algorithm is given to estimate the p-value of the test statistic. By using the Anderson-Darling test, a bootstrapping procedure is provided in order to test whether the shape parameter is zero in the multivariate skew-normal distribution.
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