一类评估多元正态性的不变性方法

A Class of Invariant Procedures for Assessing Multivariate Normality

Biometrika · 1982
被引 2
ABS 4

中文导读

描述了一类评估多元正态性的不变性方法,详细研究了其中一种Cramér-von Mises型统计量,给出了其渐近分布表,并通过蒙特卡洛模拟比较了有限样本分布,最后用四变量数据进行了检验。

Abstract

Distribution theory pertaining to a class of invariant procedures for assessing multivariate normality is described. A Cramér-von Mises type statistic belonging to this class is investigated in greater detail: its asymptotie distribution is tabulated and compared with a Monte Carlo simulation of its finite sample distribution, and a set of quadrivariate data is examined with it.

多元统计分布理论拟合优度检验计量经济学