Some test statistics of Kolmogorov type and Cramér-von Mises type based on projection pursuit technique are proposed for the testing problem of sphericity of a high-dimensional distribution.The limiting distribut...Some test statistics of Kolmogorov type and Cramér-von Mises type based on projection pursuit technique are proposed for the testing problem of sphericity of a high-dimensional distribution.The limiting distributions of the test statistics are derived under the null hypothesis and under any fixed alternative.The asymptotic properties of bootstrap approximation are investigated.Furthermore,for computational reasons,an approximation for the statistics,based on the number theoretic method,is suggested.展开更多
文摘Some test statistics of Kolmogorov type and Cramér-von Mises type based on projection pursuit technique are proposed for the testing problem of sphericity of a high-dimensional distribution.The limiting distributions of the test statistics are derived under the null hypothesis and under any fixed alternative.The asymptotic properties of bootstrap approximation are investigated.Furthermore,for computational reasons,an approximation for the statistics,based on the number theoretic method,is suggested.
