A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions

DOI10.1007/s10463-017-0630-0zbMath1415.62039OpenAlexW2771928795MaRDI QIDQ1733119

Kai Wang Ng, Guo-Liang Tian, Jia-Juan Liang

Publication date: 21 March 2019

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0630-0

zbMATH Keywords

Monte Carlo studyuniformitygoodness-of-fit\(L_p\)-norm spherical distribution\(l_p\)-norm symmetric distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations

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