The P-values of testing for multinormality based on the PP skewness and kurtosis

CSpace

	The P-values of testing for multinormality based on the PP skewness and kurtosis
	Cui, HJ; Cheng, P
	1996-06-01
发表期刊	PROGRESS IN NATURAL SCIENCE
ISSN	1002-0071
卷号	6 期号:3 页码:277-283
摘要	The PP skewness, PP kurtosis and PP combining skewness and kurtosis testing statistics for testing multinormality are proposed and the tail probability expansions of asymptotic distributions for these testing statistics are obtained. They can be used approximately and rapidly to compute the P-values or critical values of these testing statistics. Similarly, this kind of method on also be used to compute P-values of distributions of some statistics for testing other elliptical distributions.
关键词	skewness kurtosis projection pursuit P-values supremum of Gaussian process
语种	英语
WOS研究方向	Materials Science ; Science & Technology - Other Topics
WOS类目	Materials Science, Multidisciplinary ; Multidisciplinary Sciences
WOS记录号	WOS:A1996UQ31400003
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28863
专题	中国科学院数学与系统科学研究院
通讯作者	Cui, HJ
作者单位	CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Cui, HJ,Cheng, P. The P-values of testing for multinormality based on the PP skewness and kurtosis[J]. PROGRESS IN NATURAL SCIENCE,1996,6(3):277-283.
APA	Cui, HJ,&Cheng, P.(1996).The P-values of testing for multinormality based on the PP skewness and kurtosis.PROGRESS IN NATURAL SCIENCE,6(3),277-283.
MLA	Cui, HJ,et al."The P-values of testing for multinormality based on the PP skewness and kurtosis".PROGRESS IN NATURAL SCIENCE 6.3(1996):277-283.