In this paper, some test statistics of Kolmogorov type and Cramer-von Mises type based on projection pursuit technique are proposed for testing the sphericity problem of a high-dimensional distribution. The limiting d...In this paper, some test statistics of Kolmogorov type and Cramer-von Mises type based on projection pursuit technique are proposed for testing the sphericity problem of a high-dimensional distribution. The limiting distributions of the test statistics are derived under the null hypothesis and any fixed alternative. The asymptotic properties of Bootstrap approximation are investigated.Furthermore, for computational reasons, an approximation for the statistics, based on number theoretic method, is suggested.展开更多
基金the State Education Commission for ReturnedScholar and the NSF or China.
文摘In this paper, some test statistics of Kolmogorov type and Cramer-von Mises type based on projection pursuit technique are proposed for testing the sphericity problem of a high-dimensional distribution. The limiting distributions of the test statistics are derived under the null hypothesis and any fixed alternative. The asymptotic properties of Bootstrap approximation are investigated.Furthermore, for computational reasons, an approximation for the statistics, based on number theoretic method, is suggested.
