{"title":"构造伪高斯检验的一般方法","authors":"M. Hallin, D. Paindaveine","doi":"10.14490/JJSS.38.27","DOIUrl":null,"url":null,"abstract":"A general method for constructing pseudo-Gaussian tests—reducing to traditional Gaussian tests under Gaussian densities but remaining valid under nonGaussian ones—is proposed. This method provides a solution to several open problems in classical multivariate analysis. One of them is the test of the homogeneity of covariance matrices, an assumption that plays a crucial role in multivariate analysis of variance, under elliptical, and possibly heterokurtic densities with finite fourth-order moments.","PeriodicalId":326924,"journal":{"name":"Journal of the Japan Statistical Society. Japanese issue","volume":"88 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2008-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"title\":\"A General Method for Constructing Pseudo-Gaussian Tests\",\"authors\":\"M. Hallin, D. Paindaveine\",\"doi\":\"10.14490/JJSS.38.27\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A general method for constructing pseudo-Gaussian tests—reducing to traditional Gaussian tests under Gaussian densities but remaining valid under nonGaussian ones—is proposed. This method provides a solution to several open problems in classical multivariate analysis. One of them is the test of the homogeneity of covariance matrices, an assumption that plays a crucial role in multivariate analysis of variance, under elliptical, and possibly heterokurtic densities with finite fourth-order moments.\",\"PeriodicalId\":326924,\"journal\":{\"name\":\"Journal of the Japan Statistical Society. Japanese issue\",\"volume\":\"88 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2008-07-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Japan Statistical Society. Japanese issue\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.14490/JJSS.38.27\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Japan Statistical Society. Japanese issue","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.14490/JJSS.38.27","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A General Method for Constructing Pseudo-Gaussian Tests
A general method for constructing pseudo-Gaussian tests—reducing to traditional Gaussian tests under Gaussian densities but remaining valid under nonGaussian ones—is proposed. This method provides a solution to several open problems in classical multivariate analysis. One of them is the test of the homogeneity of covariance matrices, an assumption that plays a crucial role in multivariate analysis of variance, under elliptical, and possibly heterokurtic densities with finite fourth-order moments.
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