| 基于投影偏度和投影峰度的投影寻踪自助法的正态性检验 |
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| 引用本文： | 陈广雷.基于投影偏度和投影峰度的投影寻踪自助法的正态性检验[J].数学杂志,2006,26(2):147-154. |
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| 作者姓名： | 陈广雷 |
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| 作者单位： | 南开大学数学科学学院,天津,300071;中国人民武装警察部队学院基础部,河北,廊坊,065000 |
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| 基金项目： | 国家自然科学基金资助项目(19771011). |
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| 摘 要： | 本文研究了多元分布的正态性检验问题,用投影寻踪自助法,获得了投影偏度和投影峰度正态性检验统计量,证明了在零假设成立时,所提出的偏度和峰度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.
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| 关 键 词： | 投影偏度 投影峰度 PP方法 高斯过程的上界 p0-bridge |
| 文章编号： | 0255-7797（2006）02-0147-08 |
| 收稿时间： | 2003-07-17 |
| 修稿时间： | 2003-07-172004-10-28 |
THE TESTING FOR NORMALITY BASED ON PP-SKEWNESS AND PP-KURTOSIS WITH BOOTSTRAP METHOD |
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| CHEN Guang-lei.THE TESTING FOR NORMALITY BASED ON PP-SKEWNESS AND PP-KURTOSIS WITH BOOTSTRAP METHOD[J].Journal of Mathematics,2006,26(2):147-154. |
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| Authors: | CHEN Guang-lei |
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| Abstract: | An approach for testing multinormality based on the PP-skewness and PP-kurtosis test by using PP method and Bootstrap method is proposed. The asymptotic distributions of those test statistics under null hypotheseis are obtained, It is proved that they have the same asymptotic distribution which is the supremum of a Gauss process. |
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| Keywords: | PP-skewness PP-kurtosis PP method supremun of Gaussion process P_ 0-bridge |
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