带有误差变量的投影偏度和峰度的多元正态性检验——用投影寻踪自助法

The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method

摘要: 考虑带有误差变量的多元正态检验问题,给出了新的投影偏度和峰度检验统计量,证明了在零假设成立时,所给的检验统计量的极限分布为一高斯过程的上界,为计算机模拟计算提供了有力的手段和依据.

Abstract: A new approach on testing multinormality in EV model based on the PP-skewness and PP-kurtosis test is proposed. It is proved that the asymptotic distributions of these test statistics under null hypotheses are supremun of a Gaussion process.