A NECESSARY TEST OF GOODNESS-OF-FIT FOR SPHERICITY

被引：14

作者：

FANG, KT

ZHU, LX

BENTLER, PM

机构：

[1] HONG KONG BAPTIST COLL, KOWLOON, HONG KONG

[2] UNIV CALIF LOS ANGELES, DEPT PSYCHOL, LOS ANGELES, CA 90024 USA

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 45卷 / 01期

关键词：

GOODNESS OF FIT; NONPARAMETRIC; WILCOXON STATISTICS;

D O I：

10.1006/jmva.1993.1025

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A p × 1 random vector x is said to have a spherical distribution, if for every p × p orthogonal matrix Q, x and Qx have the same distribution. In this paper, some nonparametric goodness of fit Wilcoxon-type tests for sphericity are proposed. Some results on the limiting distributions of the statistics are obtained. These results provide a theoretical basis for a necessary test of sphericity. © 1993 Academic Press, Inc.

引用

页码：34 / 55

页数：22

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