Testing Multivariate Normality Based on EDF Statistics

被引：0
|
作者：
Kim, Namhyun [1 ]
机构：
[1] Hongik Univ, Dept Sci, 72-1 Sangsu Dong, Seoul 121791, South Korea
来源：
KOREAN JOURNAL OF APPLIED STATISTICS | 2006年 / 19卷 / 02期
关键词：
Multivariate normality; EDF; Cramer-von Mises statistic; Gaussian process;
D O I：
暂无
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：
We generalize the Cramer-von Mises Statistic to test multivariate normality using Roy's union-intersection principle. We show the limit distribution of the suggested statistic is representable as the integral of a suitable Gaussian process. We also consider the computational aspects of the proposed statistic. Power performance is assessed in a Monte Carlo study.
引用
收藏
页码：241 / 256
页数：16
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