CHEN Guanglei. The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 339-350.
Citation:
CHEN Guanglei. The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 339-350.
CHEN Guanglei. The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 339-350.
Citation:
CHEN Guanglei. The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(4): 339-350.
The Testing for Multinormality Based on PP-Skewness and Kurtosis in E-V Model with Bootstrap Method
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.
DownLoad: