A PROJECTION NT-TYPE TEST OF ELLIPTICAL SYMMETRY BASED ON THE SKEWNESS AND KURTOSIS MEASURES

作     者：方开泰 李润泽 朱力行 

作者机构：Department of Mathematics Hong Kong Baptist University Beijing China Institute of Applied Mathematics the Chinese Academy of Sciences Beijing China University of North Carolina at Chapel Hill Department of Statistics USA 

基　　金：国家自然科学基金 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：1998年第14卷第3期

页      码：314-323页

摘      要：In this paper, we propose a new approach to the test of elliptical symmetry based on theprojection pursuit (P.P.) technique, the number-theoretic method, skewness and kurtosis. Thelimiting null distributions of the new statistics are derived. The powers of the tests against sixalternatives are calculated by simulation, which shows that the new *** s are acceptable.

主 题 词：Kurtosis number theoretic method projection pursuit skewness,test of elliptical symmetryl union-intersection principle 

学科分类：07[理学] 070104[070104] 0701[理学-数学类] 

核心收录：

D　O　I：10.1007/BF02677412

馆 藏 号：203100990...