APPLICATIONS OF EMPIRICAL CHARACTERISTIC FUNCTIONS IN SOME MULTIVARIATE PROBLEMS

被引:38
作者
GHOSH, S
RUYMGAART, FH
机构
[1] CORNELL UNIV,ITHACA,NY 14853
[2] CATHOLIC UNIV NIJMEGEN,NIJMEGEN,NETHERLANDS
[3] UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27514
[4] TEXAS A&M UNIV SYST,DEPT STAT,COLL STN,TX 77843
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1992年 / 20卷 / 04期
关键词
MULTIVARIATE EMPIRICAL CHARACTERISTIC FUNCTION; PROJECTION PURSUIT; TESTING MULTIVARIATE NORMALITY AND SYMMETRY;
D O I
10.2307/3315612
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
In this note we extend univariate tests for normality and symmetry based on empirical characteristic functions to the multivariate case.
引用
收藏
页码:429 / 440
页数:12
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