KMS Of Academy of mathematics and systems sciences, CAS
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 |
ISSN | 1001-6538 |
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 |
推荐引用方式 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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