The P-values of testing for multinormality based on the PP skewness and kurtosis
文献类型:期刊论文
作者 | Cui, HJ; Cheng, P |
刊名 | PROGRESS IN NATURAL SCIENCE
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出版日期 | 1996-06-01 |
卷号 | 6期号:3页码:277-283 |
关键词 | skewness kurtosis projection pursuit P-values supremum of Gaussian process |
ISSN号 | 1002-0071 |
英文摘要 | 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. |
WOS研究方向 | Materials Science ; Science & Technology - Other Topics |
语种 | 英语 |
WOS记录号 | WOS:A1996UQ31400003 |
出版者 | TAYLOR & FRANCIS LTD |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/28862] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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