Smooth Test for Multivariate Normality

被引：0
|
作者：
Su, Yan [1 ]
Huang, Ya-Ping [1 ]
机构：
[1] North China Elect Power Univ, Sch Math & Phys, Baoding, Peoples R China
来源：
PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON AUTOMATION, MECHANICAL CONTROL AND COMPUTATIONAL ENGINEERING | 2015年 / 124卷
关键词：
Multivariate normality; Spherical harmonic; Smooth test; Power simulation; GOODNESS-OF-FIT;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Based on the smooth test for uniformity on the surface of a unit sphere, a new test for multivariate normality is presented. The test statistic does not depend on the parameters in the multivariate normal distribution. We obtain the asymptotic null distribution of the test statistic. The test procedure for testing multivariate normality is given. Power simulation shows that the test based on all spherical harmonics of degree less than 3 offers good power against a wide variety of alternatives.
引用
收藏
页码：1690 / 1696
页数：7
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