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随机PP Kolmogorov多维拟合优度检验乃其Bootstrap逼近
引用本文:刘万荣.随机PP Kolmogorov多维拟合优度检验乃其Bootstrap逼近[J].系统科学与数学,1997,17(3):252-259.
作者姓名:刘万荣
作者单位:湖南师范大学数学系!长沙,410081
摘    要:本文提出了一种基于随机选择投影方向的PP型棉球等高分布族的拟合优度检验,其特点是计算上较通常的PP检验统计量简单.得到了其检验统计量在零假设下的极限分布,讨论了其Bootstrap逼近及逼近的相容性.

关 键 词:投影寻踪(PP)  拟合优度检验  椭球等高分布  Bootstrap  Q桥

RANDOM PP TEST FOR MULTIVXRIATE GOODNESS-OF-FIT AND ITS BOOTSTRAP APPROXIMATION
Liu Wanrong.RANDOM PP TEST FOR MULTIVXRIATE GOODNESS-OF-FIT AND ITS BOOTSTRAP APPROXIMATION[J].Journal of Systems Science and Mathematical Sciences,1997,17(3):252-259.
Authors:Liu Wanrong
Institution:(Departement of Mathematics, Hunan Normal University, Changsha 410006)
Abstract:In this pepar, a PP test for multivariate goodness-of-fit based on random projection is propossed. The calculation of the test statistic is simpler than that we usually use. The asymptotic distribution of the test statistic under null hypothesis is derived. The Bootstrap approximation and its consistence is given.
Keywords:Projection pursuit  goodness-of-fit test  elliptical contoured distribution  Bootstrap  Q-bridge
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