南方科技大学知识苑(SUSTech KC): A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions

题名	A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions
作者	Liang, Jiajuan 1; Ng, Kai Wang 2; Tian, Guoliang3
通讯作者	Liang, Jiajuan
发表日期	2019-02
DOI	10.1007/s10463-017-0630-0
发表期刊	ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 影响因子和分区
ISSN	0020-3157
EISSN	1572-9052
卷号	71 期号:1页码:137-162
摘要	In this paper we employ the conditional probability integral transformation (CPIT) method to transform a d-dimensional sample from two classes of generalized multivariate distributions into a uniform sample in the unit interval (0,1) or in the unit hypercube [0,1]d-1 (d2). A class of existing uniform statistics are adopted to test the uniformity of the transformed sample. Monte Carlo studies are carried out to demonstrate the performance of the tests in controlling type I error rates and power against a selected group of alternative distributions. It is concluded that the proposed tests have satisfactory empirical performance and the CPIT method in this paper can serve as a general way to construct goodness-of-fit tests for many generalized multivariate distributions.
关键词	Goodness-of-fit Monte Carlo study L-p-norm spherical distribution l(p)-norm symmetric distribution Uniformity
相关链接	[来源记录]
收录类别	SCI ; EI
语种	英语
学校署名	其他
资助项目	University of Hong Kong[]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000455444200006
出版者	SPRINGER HEIDELBERG
EI入藏号	20174904493671
EI主题词	Integral equations ; Monte Carlo methods ; Testing
EI分类号	Calculus:921.2 ; Probability Theory:922.1 ; Mathematical Statistics:922.2
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计	被引频次[WOS]：2
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/26500
专题	理学院_数学系工学院_材料科学与工程系
作者单位	1.Univ New Haven, Coll Business, 300 Boston Post Rd, West Haven, CT 06516 USA 2.Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Hong Kong, Peoples R China 3.Southern Univ Sci & Technol, Dept Math, 1088 Xueyuan Rd, Shenzhen 518055, Peoples R China
推荐引用方式 GB/T 7714	Liang, Jiajuan,Ng, Kai Wang,Tian, Guoliang. A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2019,71(1):137-162.
APA	Liang, Jiajuan,Ng, Kai Wang,&Tian, Guoliang.(2019).A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,71(1),137-162.
MLA	Liang, Jiajuan,et al."A class of uniform tests for goodness-of-fit of the multivariate Lp-norm spherical distributions and the lp-norm symmetric distributions".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 71.1(2019):137-162.