TESTS OF ELLIPTICAL SYMMETRY AND THE ASYMPTOTIC TAIL BEHAVIOR OF THE STATISTICS

(整期优先)网络出版时间:1999-04-14
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Inthispaper,someteststatisticsOfKolmogorovtypeandCramervonMisestypebasedonprojectionpursuittechniqueareproposedfortestingthesphericityproblemofahigh-dimensionaldistribution.Thelimitingdistributionsoftheteststatisticsarederivedunderthenullhypothesis.TheasymptoticpropertiesofBootstrapapproximationareinvestigatedandthetailbehaviorsofthestatisticsarestudied.