Testing for spherical symmetry of a multivariate distribution

被引:19
|
作者
Koltchinskii, VI [1 ]
Li, L [1 ]
机构
[1] Univ New Mexico, Albuquerque, NM 87131 USA
关键词
empirical processes; measure of asymmetry of probability distribution; spherical symmetry; symmetrized bootstrap; VC-subgraph classes;
D O I
10.1006/jmva.1998.1743
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a test for spherical symmetry of a distribution in R-d with an unknown center. It is a multivariate version of the tests suggested by Schuster and Barker and by Arcones and Gine. The test statistic is based on the multivariate extension of the distribution and quantile functions, recently introduced by Koltchinskii and Dudley and by Chaudhuri. We study the asymptotic behavior of the sequence of test statistics for large samples and for a fixed spherically asymmetric alternative as well as for a sequence of local alternatives converging to a spherically symmetric distribution. We also study numerically the performance of the test for moderate sample sizes and justify a symmetrized version of bootstrap approximation of the distribution of test statistics. (C) 1998 Academic Press.
引用
收藏
页码:228 / 244
页数:17
相关论文
共 50 条