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On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution
Jing, P; Zhu, LX
1998-03-01
发表期刊CHINESE SCIENCE BULLETIN
ISSN1001-6538
卷号43期号:6页码:450-458
摘要Some test statistics of Kolmogorov type and Cramer-von Mises type based on projection pursuit technique are proposed for the testing problem of sphericity of a high-dimensional distribution. The limiting distributions of the test statistics are derived under the null hypothesis and under any fixed alternative. The asymptotic properties of bootstrap approximation are investigated. Furthermore, for computational reasons, an approximation for the statistics, based on the number theoretic method, is suggested.
关键词bootstrap approximation projection pursuit type statistic elliptical symmetry
语种英语
WOS研究方向Science & Technology - Other Topics
WOS类目Multidisciplinary Sciences
WOS记录号WOS:000073926600004
出版者SCIENCE PRESS
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/13605
专题中国科学院数学与系统科学研究院
通讯作者Jing, P
作者单位1.China Univ Min & Technol, Math Lab, Beijing 100083, Peoples R China
2.Chinese Acad Sci, Inst Appl Math, Probabil Lab, Beijing 100080, Peoples R China
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GB/T 7714
Jing, P,Zhu, LX. On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution[J]. CHINESE SCIENCE BULLETIN,1998,43(6):450-458.
APA Jing, P,&Zhu, LX.(1998).On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution.CHINESE SCIENCE BULLETIN,43(6),450-458.
MLA Jing, P,et al."On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution".CHINESE SCIENCE BULLETIN 43.6(1998):450-458.
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